+88.0%
MSFU vs CAG
-45.2%
+133.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.9% | +0.5% |
| 7D | -2.8% | -3.3% | +0.6% | -3.0% |
| 30D | -5.3% | +7.7% | -13.0% | -4.6% |
| 3M | +7.2% | -3.2% | +10.4% | +7.2% |
| 6M | +51.0% | +7.0% | +44.0% | +51.3% |
| YTD | -1.2% | -9.0% | +7.7% | -2.5% |
| 1Y | -10.3% | -9.6% | -0.7% | -11.4% |
| 3Y | +22.2% | -36.0% | +58.2% | +18.7% |
| All | +88.0% | -45.2% | +133.2% | +84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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