+76.3%
MSFU vs CRS
+1,428.9%
-1,352.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.7% | -5.8% | -4.5% |
| 7D | -5.7% | -0.2% | -5.5% | -5.6% |
| 30D | +4.2% | -16.6% | +20.8% | +8.3% |
| 3M | +27.9% | -3.5% | +31.4% | +26.4% |
| 6M | +37.1% | +15.4% | +21.7% | +27.3% |
| YTD | -7.4% | +51.2% | -58.6% | -21.2% |
| 1Y | -19.6% | +98.3% | -117.9% | -38.2% |
| 3Y | +33.2% | +651.5% | -618.3% | -32.6% |
| All | +76.3% | +1,428.9% | -1,352.6% | -36.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling