+87.3%
MSFU vs CRS
+864.0%
-776.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.6% | +1.2% |
| 7D | -4.9% | +7.4% | -12.3% | -6.5% |
| 30D | -9.1% | -21.2% | +12.1% | -4.8% |
| 3M | +8.7% | -43.3% | +52.0% | +22.2% |
| 6M | +48.3% | -29.4% | +77.7% | +54.3% |
| YTD | -1.6% | -4.7% | +3.1% | -8.0% |
| 1Y | -13.6% | -9.6% | -4.0% | -17.9% |
| 3Y | +20.2% | +355.5% | -335.3% | -32.0% |
| All | +87.3% | +864.0% | -776.7% | -25.8% |
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