+104.3%
CEG vs MSFU
+32.6%
+71.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.9% | +6.2% | +4.7% |
| 7D | -4.7% | +2.5% | -7.2% | -5.8% |
| 30D | -16.6% | -1.3% | -15.3% | -16.7% |
| 3M | -4.1% | +8.6% | -12.8% | -6.8% |
| 6M | -22.3% | +48.4% | -70.7% | -31.8% |
| YTD | -28.9% | +1.6% | -30.5% | -29.8% |
| 1Y | -28.5% | -5.8% | -22.7% | -27.1% |
| 3Y | +104.3% | +30.9% | +73.3% | +71.6% |
| All | +104.3% | +32.6% | +71.7% | +71.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling