-19.6%
MSFU vs CRS
+102.1%
-121.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.7% | -5.8% | -4.0% |
| 7D | -5.7% | -0.2% | -5.5% | -5.7% |
| 30D | +4.2% | -16.6% | +20.8% | +2.8% |
| 3M | +27.9% | -3.5% | +31.4% | +25.4% |
| 6M | +37.1% | +15.4% | +21.7% | +32.1% |
| YTD | -7.4% | +51.2% | -58.6% | -12.8% |
| 1Y | -19.6% | +98.3% | -117.9% | -24.4% |
| All | -19.6% | +102.1% | -121.7% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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