+85.8%
MSFU vs CP
+32.8%
+53.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | 0.0% | -4.7% | -4.7% |
| 7D | -12.7% | -0.7% | -12.0% | -12.4% |
| 30D | -9.0% | +9.6% | -18.6% | -11.8% |
| 3M | +2.9% | +2.2% | +0.7% | +2.1% |
| 6M | +43.5% | +11.1% | +32.4% | +36.7% |
| YTD | -2.4% | +28.2% | -30.6% | -14.6% |
| 1Y | -13.5% | +32.2% | -45.6% | -25.8% |
| 3Y | +19.2% | +35.5% | -16.3% | -3.7% |
| All | +85.8% | +32.8% | +53.0% | +50.5% |
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