+30.9%
MSFU vs CP
+26.5%
+4.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.5% |
| 7D | +2.5% | +2.8% | -0.3% | +2.1% |
| 30D | -1.3% | +10.2% | -11.5% | -2.9% |
| 3M | +8.6% | +2.4% | +6.3% | +8.2% |
| 6M | +48.4% | +7.7% | +40.7% | +45.2% |
| YTD | +1.6% | +26.0% | -24.4% | -6.4% |
| 1Y | -5.8% | +34.6% | -40.4% | -16.2% |
| 3Y | +30.9% | +26.7% | +4.3% | +24.9% |
| All | +30.9% | +26.5% | +4.4% | +24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling