+30.9%
MSFU vs CAG
-34.1%
+65.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.1% | -2.1% |
| 7D | +2.5% | +5.8% | -3.4% | +3.2% |
| 30D | -1.3% | +16.4% | -17.6% | +1.1% |
| 3M | +8.6% | +3.8% | +4.8% | +9.6% |
| 6M | +48.4% | +10.8% | +37.6% | +50.2% |
| YTD | +1.6% | -5.8% | +7.4% | 0.0% |
| 1Y | -5.8% | -2.4% | -3.4% | -6.6% |
| 3Y | +30.9% | -33.4% | +64.4% | +31.6% |
| All | +30.9% | -34.1% | +65.0% | +31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling