-16.5%
MSFU vs CNH
+27.6%
-44.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +4.0% | -8.2% | -2.8% |
| 7D | -5.7% | +23.3% | -29.0% | +1.3% |
| 30D | +4.2% | +33.5% | -29.3% | +15.0% |
| 3M | +27.9% | +32.7% | -4.8% | +42.0% |
| 6M | +37.1% | +22.2% | +14.9% | +51.1% |
| YTD | -7.4% | +57.7% | -65.1% | +6.0% |
| All | -16.5% | +27.6% | -44.1% | -6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling