+112.7%
MSFU vs CVE
+77.3%
+35.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | -7.6% | +21.1% | +14.6% |
| 7D | +8.2% | -12.1% | +20.3% | +10.1% |
| 30D | +10.2% | -9.8% | +20.0% | +11.7% |
| 3M | +22.9% | -0.7% | +23.6% | +22.2% |
| 6M | +63.2% | -4.3% | +67.5% | +62.8% |
| YTD | +11.7% | +70.6% | -58.9% | -1.6% |
| 1Y | -3.5% | +73.2% | -76.6% | -15.6% |
| 3Y | +46.4% | +60.3% | -14.0% | +23.3% |
| All | +112.7% | +77.3% | +35.4% | +68.8% |
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