+95.0%
MSFU vs CNH
+14.6%
+80.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.4% | 0.0% | -3.8% |
| 7D | +4.0% | +4.5% | -0.5% | +3.5% |
| 30D | -2.3% | +7.6% | -10.0% | -3.1% |
| 3M | +7.1% | +17.0% | -9.9% | +4.5% |
| 6M | +48.9% | +12.9% | +36.0% | +45.3% |
| YTD | +2.4% | +34.3% | -31.8% | -6.6% |
| 1Y | -8.1% | +28.5% | -36.6% | -15.3% |
| 3Y | +25.2% | +31.9% | -6.7% | +12.3% |
| All | +95.0% | +14.6% | +80.4% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling