-5.8%
MSFU vs CFG
+27.1%
-32.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -0.9% | -1.7% |
| 7D | +2.5% | -0.9% | +3.4% | +2.8% |
| 30D | -1.3% | +1.1% | -2.4% | -1.1% |
| 3M | +8.6% | -12.0% | +20.6% | +9.6% |
| 6M | +48.4% | -2.2% | +50.6% | +52.1% |
| YTD | +1.6% | +11.4% | -9.8% | +8.3% |
| 1Y | -5.8% | +27.8% | -33.6% | +4.6% |
| All | -5.8% | +27.1% | -32.9% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 1y: compounded portfolio wealth divided by compounded CFG 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…
1y analysis · Full analysis span regression · 6 months rolling