-60.9%
CSGP vs MSFU
+93.3%
-154.2%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.9% | -2.8% | -4.3% |
| 7D | +1.3% | +2.5% | -1.2% | +0.4% |
| 30D | +10.7% | -1.3% | +12.0% | +10.3% |
| 3M | +3.3% | +8.6% | -5.4% | +0.5% |
| 6M | -10.3% | +48.4% | -58.7% | -20.2% |
| YTD | -54.6% | +1.6% | -56.1% | -56.5% |
| 1Y | -54.6% | -5.8% | -48.9% | -55.9% |
| 3Y | -60.3% | +30.9% | -91.3% | -66.5% |
| All | -60.9% | +93.3% | -154.2% | -71.0% |
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