-53.3%
CSGP vs MSFU
-2.2%
-51.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +13.5% | -9.4% | +1.5% |
| 7D | +18.3% | +8.2% | +10.1% | +16.3% |
| 30D | +17.8% | +10.2% | +7.6% | +15.0% |
| 3M | +9.3% | +22.9% | -13.6% | +4.0% |
| 6M | -7.9% | +63.2% | -71.1% | -19.0% |
| YTD | -51.5% | +11.7% | -63.3% | -55.7% |
| 1Y | -53.3% | -3.5% | -49.8% | -56.8% |
| All | -53.3% | -2.2% | -51.1% | -56.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling