+10.0%
CMG vs MSFU
+76.3%
-66.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.2% | +2.5% | -0.6% |
| 7D | -2.8% | -5.7% | +2.9% | -1.5% |
| 30D | +7.1% | +4.2% | +3.0% | +5.6% |
| 3M | +31.2% | +27.9% | +3.3% | +20.5% |
| 6M | +0.7% | +37.1% | -36.4% | -10.3% |
| YTD | -0.1% | -7.4% | +7.3% | -2.4% |
| 1Y | -10.7% | -19.6% | +8.9% | -9.2% |
| 3Y | -4.7% | +33.2% | -37.9% | -23.9% |
| All | +10.0% | +76.3% | -66.4% | -25.6% |
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 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