+241.7%
CEG vs MSFU
+85.8%
+155.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.8% | +7.4% | +3.7% |
| 7D | +11.8% | -12.7% | +24.5% | +15.2% |
| 30D | -6.5% | -9.0% | +2.5% | -4.9% |
| 3M | -1.2% | +2.9% | -4.1% | -2.7% |
| 6M | -8.0% | +43.5% | -51.6% | -18.5% |
| YTD | -21.9% | -2.4% | -19.5% | -23.4% |
| 1Y | -21.4% | -13.5% | -8.0% | -19.7% |
| 3Y | +130.0% | +19.2% | +110.8% | +103.0% |
| All | +241.7% | +85.8% | +155.9% | +164.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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