-19.6%
MSFU vs CVE
+99.6%
-119.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.3% | -2.9% | -4.3% |
| 7D | -5.7% | +2.5% | -8.2% | -5.5% |
| 30D | +4.2% | +16.7% | -12.6% | +5.3% |
| 3M | +27.9% | +9.3% | +18.6% | +28.0% |
| 6M | +37.1% | +43.6% | -6.5% | +43.1% |
| YTD | -7.4% | +93.6% | -101.0% | +1.1% |
| 1Y | -19.6% | +98.8% | -118.4% | -11.9% |
| All | -19.6% | +99.6% | -119.2% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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