+71.2%
MSFU vs CRS
+1,341.8%
-1,270.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.8% |
| 7D | -6.9% | -4.1% | -2.8% | -6.1% |
| 30D | -5.1% | -16.6% | +11.5% | -1.3% |
| 3M | +44.6% | -14.3% | +58.9% | +47.3% |
| 6M | +32.8% | +11.6% | +21.2% | +24.1% |
| YTD | -10.1% | +42.6% | -52.6% | -22.5% |
| 1Y | -19.4% | +81.8% | -101.2% | -36.5% |
| 3Y | +26.2% | +632.1% | -605.9% | -36.0% |
| All | +71.2% | +1,341.8% | -1,270.6% | -37.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling