+93.3%
MSFU vs CG
+42.7%
+50.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.5% |
| 7D | +2.5% | -1.2% | +3.7% | +3.3% |
| 30D | -1.3% | +5.0% | -6.3% | -3.6% |
| 3M | +8.6% | -18.2% | +26.8% | +19.1% |
| 6M | +48.4% | -20.7% | +69.1% | +64.2% |
| YTD | +1.6% | -31.4% | +33.0% | +19.7% |
| 1Y | -5.8% | -22.3% | +16.5% | +4.2% |
| 3Y | +30.9% | +50.2% | -19.2% | -1.2% |
| All | +93.3% | +42.7% | +50.7% | +46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling