-60.3%
CSGP vs MSFU
+88.0%
-148.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.8% |
| 7D | +1.3% | -2.8% | +4.1% | +1.9% |
| 30D | +2.8% | -5.3% | +8.1% | +3.5% |
| 3M | -6.3% | +7.2% | -13.6% | -8.6% |
| 6M | -3.2% | +51.0% | -54.1% | -14.3% |
| YTD | -54.0% | -1.2% | -52.7% | -55.7% |
| 1Y | -54.8% | -10.3% | -44.5% | -55.6% |
| 3Y | -60.6% | +22.2% | -82.8% | -66.2% |
| All | -60.3% | +88.0% | -148.3% | -70.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling