+70.7%
MSFU vs CNI
+14.5%
+56.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.6% |
| 7D | -2.3% | +0.9% | -3.2% | -2.7% |
| 30D | -6.3% | -2.1% | -4.1% | -5.4% |
| 3M | +40.0% | +1.8% | +38.1% | +37.5% |
| 6M | +30.1% | +14.8% | +15.3% | +18.7% |
| YTD | -10.3% | +25.4% | -35.7% | -23.6% |
| 1Y | -19.0% | +32.9% | -52.0% | -34.1% |
| 3Y | +25.8% | +20.2% | +5.6% | +4.9% |
| All | +70.7% | +14.5% | +56.2% | +51.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling