+30.2%
MSFU vs CNH
+9.6%
+20.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +4.0% | -8.2% | -4.3% |
| 7D | -5.7% | +23.3% | -29.0% | -6.5% |
| 30D | +4.2% | +33.5% | -29.3% | +2.8% |
| 3M | +27.9% | +32.7% | -4.8% | +26.2% |
| 6M | +37.1% | +22.2% | +14.9% | +36.9% |
| YTD | -7.4% | +57.7% | -65.1% | -13.5% |
| 1Y | -19.6% | +28.0% | -47.6% | -20.8% |
| All | +30.2% | +9.6% | +20.6% | +26.9% |
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 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