+76.3%
MSFU vs CPB
-48.4%
+124.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.4% | -0.8% | -4.4% |
| 7D | -5.7% | -8.6% | +2.9% | -6.2% |
| 30D | +4.2% | -7.2% | +11.4% | +3.7% |
| 3M | +27.9% | +0.9% | +27.0% | +27.7% |
| 6M | +37.1% | -11.8% | +48.9% | +35.6% |
| YTD | -7.4% | -19.4% | +12.0% | -9.0% |
| 1Y | -19.6% | -30.4% | +10.8% | -21.9% |
| 3Y | +33.2% | -40.2% | +73.4% | +26.4% |
| All | +76.3% | -48.4% | +124.7% | +65.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling