-62.8%
CSGP vs MSFU
+32.9%
-95.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.2% | +1.7% | -1.6% |
| 7D | -4.1% | -5.7% | +1.6% | -2.9% |
| 30D | +2.3% | +4.2% | -1.9% | +1.4% |
| 3M | -8.2% | +27.9% | -36.1% | -13.9% |
| 6M | -35.1% | +37.1% | -72.2% | -40.5% |
| YTD | -54.0% | -7.4% | -46.7% | -54.9% |
| 1Y | -65.3% | -19.6% | -45.7% | -65.1% |
| All | -62.8% | +32.9% | -95.7% | -67.5% |
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 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