+76.3%
MSFU vs CVE
+101.1%
-24.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.3% | -2.9% | -3.9% |
| 7D | -5.7% | +2.5% | -8.2% | -6.1% |
| 30D | +4.2% | +16.7% | -12.6% | +1.3% |
| 3M | +27.9% | +9.3% | +18.6% | +25.6% |
| 6M | +37.1% | +43.6% | -6.5% | +27.2% |
| YTD | -7.4% | +93.6% | -101.0% | -19.7% |
| 1Y | -19.6% | +98.8% | -118.4% | -31.1% |
| 3Y | +33.2% | +73.6% | -40.4% | +11.0% |
| All | +76.3% | +101.1% | -24.8% | +37.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling