+24.8%
MSFU vs CRS
+636.9%
-612.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.5% | +1.2% | -1.7% |
| 7D | -3.2% | -3.1% | -0.1% | -2.6% |
| 30D | -3.1% | -19.6% | +16.5% | +0.8% |
| 3M | +35.3% | -8.1% | +43.4% | +34.8% |
| 6M | +31.6% | +18.6% | +13.0% | +21.4% |
| YTD | -9.5% | +45.9% | -55.4% | -21.8% |
| 1Y | -18.4% | +82.5% | -100.9% | -34.9% |
| All | +24.8% | +636.9% | -612.1% | -25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling