+93.3%
MSFU vs CRL
+68.4%
+25.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +7.8% | -9.7% | -3.6% |
| 7D | +2.5% | -6.1% | +8.5% | +3.6% |
| 30D | -1.3% | +12.4% | -13.7% | -4.2% |
| 3M | +8.6% | +27.1% | -18.5% | +2.2% |
| 6M | +48.4% | +85.7% | -37.3% | +26.4% |
| YTD | +1.6% | +69.2% | -67.6% | -11.9% |
| 1Y | -5.8% | +97.5% | -103.3% | -21.4% |
| 3Y | +30.9% | +86.1% | -55.2% | +4.5% |
| All | +93.3% | +68.4% | +25.0% | +55.6% |
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