+30.9%
MSFU vs CNH
+7.0%
+23.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.8% | -4.6% | -1.9% |
| 7D | +2.5% | -1.7% | +4.2% | +2.5% |
| 30D | -1.3% | -7.2% | +5.9% | -1.1% |
| 3M | +8.6% | +6.5% | +2.1% | +8.2% |
| 6M | +48.4% | +7.9% | +40.5% | +47.5% |
| YTD | +1.6% | +26.6% | -25.0% | -4.5% |
| 1Y | -5.8% | +13.8% | -19.5% | -8.9% |
| 3Y | +30.9% | +9.2% | +21.7% | +31.0% |
| All | +30.9% | +7.0% | +23.9% | +31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling