+93.3%
MSFU vs CFG
+113.0%
-19.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -0.9% | -1.6% |
| 7D | +2.5% | -0.9% | +3.4% | +2.8% |
| 30D | -1.3% | +1.1% | -2.4% | -1.5% |
| 3M | +8.6% | -12.0% | +20.6% | +12.9% |
| 6M | +48.4% | -2.2% | +50.6% | +49.3% |
| YTD | +1.6% | +11.4% | -9.8% | -2.4% |
| 1Y | -5.8% | +27.8% | -33.6% | -13.6% |
| 3Y | +30.9% | +173.3% | -142.4% | -5.6% |
| All | +93.3% | +113.0% | -19.6% | +55.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling