+73.2%
MSFU vs CPAY
+95.7%
-22.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | -1.8% | -2.0% | +0.2% | -0.9% |
| 30D | +0.5% | -0.4% | +0.8% | +0.6% |
| 3M | +51.9% | +16.4% | +35.5% | +41.9% |
| 6M | +35.0% | +23.5% | +11.4% | +22.7% |
| YTD | -9.0% | +35.7% | -44.7% | -22.1% |
| 1Y | -18.8% | +30.2% | -49.0% | -29.5% |
| 3Y | +25.5% | +49.7% | -24.2% | -3.2% |
| All | +73.2% | +95.7% | -22.5% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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