+103.9%
MSFU vs CP
+33.2%
+70.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.0% | +3.4% | +4.7% |
| 7D | +14.6% | +2.8% | +11.8% | +13.7% |
| 30D | +2.1% | +11.3% | -9.2% | -1.6% |
| 3M | +14.7% | +2.9% | +11.8% | +13.5% |
| 6M | +55.7% | +9.8% | +45.9% | +49.0% |
| YTD | +7.1% | +28.5% | -21.4% | -6.3% |
| 1Y | -0.5% | +33.5% | -34.0% | -15.1% |
| 3Y | +35.7% | +31.9% | +3.8% | +11.8% |
| All | +103.9% | +33.2% | +70.7% | +65.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling