-7.6%
CMG vs MSFU
+24.2%
-31.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.3% |
| 7D | -6.5% | -2.3% | -4.1% | -6.1% |
| 30D | +12.1% | -6.3% | +18.4% | +13.3% |
| 3M | +20.6% | +40.0% | -19.4% | +10.3% |
| 6M | +2.1% | +30.1% | -28.0% | -6.4% |
| YTD | -2.6% | -10.3% | +7.7% | -4.6% |
| 1Y | -8.7% | -19.0% | +10.3% | -8.1% |
| All | -7.6% | +24.2% | -31.7% | -21.3% |
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