-3.5%
MSFU vs CP
+35.2%
-38.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +3.5% | +10.0% | +15.1% |
| 7D | +8.2% | +5.6% | +2.6% | +11.1% |
| 30D | +10.2% | +10.0% | +0.2% | +15.8% |
| 3M | +22.9% | +4.4% | +18.5% | +25.6% |
| 6M | +63.2% | +14.1% | +49.1% | +74.3% |
| YTD | +11.7% | +29.1% | -17.3% | +36.1% |
| 1Y | -3.5% | +34.6% | -38.0% | +15.4% |
| All | -3.5% | +35.2% | -38.7% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling