+22.2%
MSFU vs CRL
+97.9%
-75.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | -2.8% | +0.1% | -2.9% | -2.7% |
| 30D | -5.3% | +11.9% | -17.2% | -7.7% |
| 3M | +7.2% | +20.2% | -12.9% | +2.8% |
| 6M | +51.0% | +107.5% | -56.5% | +27.2% |
| YTD | -1.2% | +69.4% | -70.7% | -13.1% |
| 1Y | -10.3% | +99.7% | -110.1% | -24.0% |
| 3Y | +22.2% | +98.8% | -76.5% | +4.2% |
| All | +22.2% | +97.9% | -75.7% | +4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling