-58.9%
CSGP vs MSFU
+97.0%
-155.9%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.4% | +5.8% | 0.0% |
| 7D | +13.9% | +1.0% | +12.9% | +13.2% |
| 30D | +16.0% | +0.6% | +15.4% | +15.1% |
| 3M | +6.1% | +16.4% | -10.3% | +1.6% |
| 6M | -8.2% | +53.0% | -61.2% | -18.9% |
| YTD | -52.3% | +3.5% | -55.8% | -54.6% |
| 1Y | -54.5% | -7.8% | -46.7% | -55.5% |
| 3Y | -58.6% | +35.6% | -94.1% | -65.4% |
| All | -58.9% | +97.0% | -155.9% | -69.7% |
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