+87.8%
MSFU vs CRBG
+117.3%
-29.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.5% |
| 7D | -1.8% | +0.6% | -2.4% | -2.0% |
| 30D | +0.5% | +2.6% | -2.1% | -0.6% |
| 3M | +51.9% | +24.0% | +27.9% | +38.3% |
| 6M | +35.0% | +50.5% | -15.6% | +12.2% |
| YTD | -9.0% | +17.1% | -26.2% | -16.1% |
| 1Y | -18.8% | +5.9% | -24.7% | -22.2% |
| 3Y | +25.5% | +122.7% | -97.2% | -13.2% |
| All | +87.8% | +117.3% | -29.5% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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