-18.0%
CMG vs MSFU
+21.3%
-39.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +2.5% | -2.8% | +5.2% | +2.9% |
| 30D | +15.6% | -5.3% | +20.9% | +16.4% |
| 3M | +8.2% | +7.2% | +0.9% | +5.8% |
| 6M | +9.9% | +51.0% | -41.1% | -2.2% |
| YTD | -4.6% | -1.2% | -3.4% | -9.0% |
| 1Y | +12.4% | -10.3% | +22.8% | +9.5% |
| 3Y | -18.0% | +22.2% | -40.2% | -30.1% |
| All | -18.0% | +21.3% | -39.3% | -30.1% |
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