+53.0%
MSFU vs CMS
-5.3%
+58.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.4% | -7.0% | -7.8% |
| 7D | +1.0% | +1.7% | -0.6% | +2.7% |
| 30D | +0.6% | +8.6% | -8.0% | +9.9% |
| 3M | +16.4% | -0.5% | +16.9% | +13.6% |
| 6M | +53.0% | -4.2% | +57.2% | +47.4% |
| All | +53.0% | -5.3% | +58.3% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded CMS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling