+32.4%
MSFU vs CG
+60.2%
-27.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.6% | -2.5% | -3.5% |
| 7D | -5.7% | -4.3% | -1.4% | -3.8% |
| 30D | +4.2% | -5.1% | +9.3% | +6.4% |
| 3M | +27.9% | +8.7% | +19.2% | +23.0% |
| 6M | +37.1% | -9.2% | +46.4% | +41.7% |
| YTD | -7.4% | -18.9% | +11.5% | +0.3% |
| 1Y | -19.6% | -25.6% | +6.0% | -10.2% |
| All | +32.4% | +60.2% | -27.8% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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