+22.2%
MSFU vs CNH
+29.5%
-7.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.4% |
| 7D | -2.8% | +3.0% | -5.8% | -2.9% |
| 30D | -5.3% | -0.6% | -4.7% | -5.3% |
| 3M | +7.2% | +14.6% | -7.4% | +6.3% |
| 6M | +51.0% | +11.8% | +39.2% | +49.6% |
| YTD | -1.2% | +30.4% | -31.7% | -7.8% |
| 1Y | -10.3% | +19.1% | -29.4% | -14.1% |
| 3Y | +22.2% | +30.2% | -8.0% | +25.1% |
| All | +22.2% | +29.5% | -7.3% | +25.1% |
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