+88.0%
MSFU vs CNI
+19.6%
+68.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | +0.6% |
| 7D | -2.8% | +2.5% | -5.3% | -3.8% |
| 30D | -5.3% | +6.1% | -11.4% | -7.7% |
| 3M | +7.2% | +0.1% | +7.1% | +7.1% |
| 6M | +51.0% | +14.9% | +36.1% | +39.6% |
| YTD | -1.2% | +30.9% | -32.1% | -17.4% |
| 1Y | -10.3% | +33.9% | -44.2% | -26.3% |
| 3Y | +22.2% | +20.2% | +2.0% | +4.3% |
| All | +88.0% | +19.6% | +68.4% | +64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 5y: compounded portfolio wealth divided by compounded CNI 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…
5y analysis · Full analysis span regression · 6 months rolling