-13.5%
MSFU vs CNH
+31.1%
-44.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.9% | -6.6% | -4.3% |
| 7D | -12.7% | +6.7% | -19.3% | -11.3% |
| 30D | -9.0% | +7.2% | -16.2% | -7.3% |
| 3M | +2.9% | +17.5% | -14.6% | +10.0% |
| 6M | +43.5% | +15.0% | +28.6% | +55.6% |
| YTD | -2.4% | +36.8% | -39.2% | +9.6% |
| 1Y | -13.5% | +27.6% | -41.1% | -3.9% |
| All | -13.5% | +31.1% | -44.6% | -3.9% |
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