+97.0%
MSFU vs CP
+32.8%
+64.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.7% | -6.7% | -7.1% |
| 7D | +1.0% | +6.1% | -5.1% | -0.9% |
| 30D | +0.6% | +9.8% | -9.2% | -2.6% |
| 3M | +16.4% | +2.7% | +13.6% | +15.2% |
| 6M | +53.0% | +12.8% | +40.2% | +44.6% |
| YTD | +3.5% | +28.2% | -24.7% | -9.4% |
| 1Y | -7.8% | +34.1% | -42.0% | -21.6% |
| 3Y | +35.6% | +28.9% | +6.7% | +13.4% |
| All | +97.0% | +32.8% | +64.2% | +59.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling