-19.6%
MSFU vs CRL
+78.8%
-98.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.7% | -2.5% | -3.9% |
| 7D | -5.7% | -1.0% | -4.7% | -5.5% |
| 30D | +4.2% | +10.7% | -6.5% | +2.5% |
| 3M | +27.9% | +55.3% | -27.4% | +17.7% |
| 6M | +37.1% | +60.7% | -23.5% | +25.1% |
| YTD | -7.4% | +44.6% | -52.0% | -13.6% |
| 1Y | -19.6% | +77.7% | -97.4% | -25.0% |
| All | -19.6% | +78.8% | -98.5% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling