+72.2%
MSFU vs CPB
-47.5%
+119.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.8% | -4.1% | -2.2% |
| 7D | -3.2% | -8.2% | +5.1% | -3.7% |
| 30D | -3.1% | -5.6% | +2.5% | -3.5% |
| 3M | +35.3% | +3.0% | +32.3% | +35.3% |
| 6M | +31.6% | -12.7% | +44.3% | +29.9% |
| YTD | -9.5% | -18.0% | +8.5% | -11.0% |
| 1Y | -18.4% | -31.7% | +13.3% | -20.9% |
| 3Y | +26.9% | -41.0% | +67.9% | +21.1% |
| All | +72.2% | -47.5% | +119.7% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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