+21.8%
MSFU vs CPB
-37.1%
+58.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +0.7% |
| 7D | -4.9% | -5.8% | +0.9% | -5.6% |
| 30D | -9.1% | +16.5% | -25.5% | -7.0% |
| 3M | +8.7% | -1.1% | +9.8% | +9.3% |
| 6M | +48.3% | +11.5% | +36.8% | +51.1% |
| YTD | -1.6% | -15.7% | +14.1% | -3.6% |
| 1Y | -13.6% | -24.7% | +11.1% | -17.0% |
| All | +21.8% | -37.1% | +58.8% | +15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling