+25.2%
MSFU vs CP
+31.7%
-6.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.1% | -4.3% |
| 7D | +4.0% | +2.8% | +1.2% | +3.6% |
| 30D | -2.3% | +11.0% | -13.4% | -4.2% |
| 3M | +7.1% | +3.8% | +3.3% | +6.4% |
| 6M | +48.9% | +9.5% | +39.4% | +45.1% |
| YTD | +2.4% | +28.2% | -25.8% | -6.2% |
| 1Y | -8.1% | +33.0% | -41.0% | -17.6% |
| 3Y | +25.2% | +35.5% | -10.4% | +18.2% |
| All | +25.2% | +31.7% | -6.6% | +18.2% |
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