+70.7%
MSFU vs CPAY
+94.6%
-23.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -2.3% | -2.5% | +0.1% | -1.2% |
| 30D | -6.3% | +1.3% | -7.6% | -6.8% |
| 3M | +40.0% | +13.5% | +26.5% | +32.2% |
| 6M | +30.1% | +24.7% | +5.4% | +17.7% |
| YTD | -10.3% | +34.9% | -45.3% | -23.0% |
| 1Y | -19.0% | +29.7% | -48.7% | -29.6% |
| 3Y | +25.8% | +49.4% | -23.6% | -2.9% |
| All | +70.7% | +94.6% | -23.9% | +7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling