+13.9%
MSFU vs CYCU
-99.9%
+113.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.4% | -2.8% | -4.1% |
| 7D | -5.7% | -8.1% | +2.4% | -5.3% |
| 30D | +4.2% | -43.0% | +47.2% | +6.7% |
| 3M | +27.9% | -50.8% | +78.7% | +9.6% |
| 6M | +37.1% | -74.1% | +111.2% | +18.6% |
| YTD | -7.4% | -84.0% | +76.6% | -18.8% |
| 1Y | -19.6% | -92.2% | +72.6% | -31.3% |
| All | +13.9% | -99.9% | +113.7% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CYCU.
Daily Out/Under-Performance
Portfolio return minus CYCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CYCU 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 5y: compounded portfolio wealth divided by compounded CYCU 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…
5y analysis · Full analysis span regression · 6 months rolling