+72.2%
MSFU vs CAG
-43.9%
+116.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -2.4% |
| 7D | -3.2% | -5.3% | +2.1% | -3.5% |
| 30D | -3.1% | +1.0% | -4.1% | -3.1% |
| 3M | +35.3% | +17.4% | +17.9% | +36.6% |
| 6M | +31.6% | -16.8% | +48.4% | +28.2% |
| YTD | -9.5% | -6.8% | -2.7% | -10.7% |
| 1Y | -18.4% | -15.4% | -3.0% | -19.7% |
| 3Y | +26.9% | -37.1% | +64.0% | +24.2% |
| All | +72.2% | -43.9% | +116.1% | +69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling