+88.0%
MSFU vs CRL
+68.6%
+19.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | -2.8% | +0.1% | -2.9% | -2.7% |
| 30D | -5.3% | +11.9% | -17.2% | -8.0% |
| 3M | +7.2% | +20.2% | -12.9% | +2.3% |
| 6M | +51.0% | +107.5% | -56.5% | +25.1% |
| YTD | -1.2% | +69.4% | -70.7% | -14.3% |
| 1Y | -10.3% | +99.7% | -110.1% | -25.4% |
| 3Y | +22.2% | +98.8% | -76.5% | -4.3% |
| All | +88.0% | +68.6% | +19.4% | +51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling