+72.2%
MSFU vs CRL
+40.1%
+32.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.4% | -1.7% |
| 7D | -3.2% | -0.6% | -2.6% | -3.0% |
| 30D | -3.1% | +5.0% | -8.1% | -4.3% |
| 3M | +35.3% | +50.6% | -15.3% | +21.7% |
| 6M | +31.6% | +60.9% | -29.3% | +15.8% |
| YTD | -9.5% | +40.7% | -50.3% | -17.7% |
| 1Y | -18.4% | +73.3% | -91.7% | -30.0% |
| 3Y | +26.9% | +40.6% | -13.6% | +9.4% |
| All | +72.2% | +40.1% | +32.2% | +45.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling