+88.0%
MSFU vs CPB
-44.3%
+132.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | +0.6% |
| 7D | -2.8% | -1.6% | -1.2% | -2.9% |
| 30D | -5.3% | +19.2% | -24.5% | -3.7% |
| 3M | +7.2% | -0.9% | +8.2% | +7.8% |
| 6M | +51.0% | +15.2% | +35.8% | +53.0% |
| YTD | -1.2% | -13.1% | +11.8% | -1.9% |
| 1Y | -10.3% | -22.4% | +12.1% | -11.9% |
| 3Y | +22.2% | -35.3% | +57.5% | +17.1% |
| All | +88.0% | -44.3% | +132.3% | +78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling