+87.3%
MSFU vs CVE
+80.4%
+6.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.6% |
| 7D | -4.9% | +4.6% | -9.6% | -5.6% |
| 30D | -9.1% | -12.0% | +2.9% | -7.4% |
| 3M | +8.7% | -3.8% | +12.5% | +8.7% |
| 6M | +48.3% | -2.7% | +51.0% | +47.7% |
| YTD | -1.6% | +73.6% | -75.2% | -13.6% |
| 1Y | -13.6% | +62.0% | -75.6% | -23.0% |
| 3Y | +20.2% | +72.7% | -52.5% | +0.2% |
| All | +87.3% | +80.4% | +6.9% | +48.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling