+7.2%
CMG vs MSFU
+70.7%
-63.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.3% |
| 7D | -6.5% | -2.3% | -4.1% | -6.0% |
| 30D | +12.1% | -6.3% | +18.4% | +13.6% |
| 3M | +20.6% | +40.0% | -19.4% | +8.5% |
| 6M | +2.1% | +30.1% | -28.0% | -7.8% |
| YTD | -2.6% | -10.3% | +7.7% | -4.1% |
| 1Y | -8.7% | -19.0% | +10.3% | -7.4% |
| 3Y | -7.4% | +25.8% | -33.2% | -24.7% |
| All | +7.2% | +70.7% | -63.5% | -26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling