-5.8%
MSFU vs CNH
+11.5%
-17.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.8% | -4.6% | -1.0% |
| 7D | +2.5% | -1.7% | +4.2% | +1.9% |
| 30D | -1.3% | -7.2% | +5.9% | -3.3% |
| 3M | +8.6% | +6.5% | +2.1% | +12.8% |
| 6M | +48.4% | +7.9% | +40.5% | +58.2% |
| YTD | +1.6% | +26.6% | -25.0% | +10.8% |
| 1Y | -5.8% | +13.8% | -19.5% | +3.3% |
| All | -5.8% | +11.5% | -17.2% | +3.3% |
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 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