+271.8%
CEG vs MSFU
+76.3%
+195.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.2% | +9.0% | +5.8% |
| 7D | +8.0% | -5.7% | +13.7% | +9.3% |
| 30D | +12.9% | +4.2% | +8.8% | +11.4% |
| 3M | +13.2% | +27.9% | -14.7% | +5.1% |
| 6M | -7.0% | +37.1% | -44.1% | -17.0% |
| YTD | -15.0% | -7.4% | -7.6% | -15.2% |
| 1Y | -2.7% | -19.6% | +16.9% | +1.9% |
| 3Y | +184.1% | +33.2% | +150.9% | +146.2% |
| All | +271.8% | +76.3% | +195.5% | +192.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling