-19.6%
MSFU vs CGNX
+42.4%
-62.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.4% | -6.6% | -4.5% |
| 7D | -5.7% | +3.0% | -8.7% | -6.0% |
| 30D | +4.2% | -11.8% | +16.0% | +5.7% |
| 3M | +27.9% | -3.6% | +31.5% | +26.9% |
| 6M | +37.1% | +17.4% | +19.7% | +32.7% |
| YTD | -7.4% | +73.7% | -81.1% | -15.9% |
| 1Y | -19.6% | +41.5% | -61.1% | -20.6% |
| All | -19.6% | +42.4% | -62.0% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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