Assuming that you have no cost constraints and negating the opportunity cost of dropping your job and pursuing a masters degree in US, both the professional qualification of CFA and the academic qualification of Masters will gear you to advance your career in finance.
In fact, some select colleges and universities around the world have a partnership pact with the CFA Institute and have incorporated a significant percentage (70%) of the CFA Program Candidate Body of Knowledge into their degree programmes.
So besides the content, your decision should depend on a host of other factors. CFA is a self study programme and learning might be uneven depending on how driven you are. But then again you have already cleared level 2.
The traditional format of Masters in finance allows students to work in teams, network and interact with faculty. Business schools also offer more activities through student societies and have extensive facilities. The career services center will help you find an internship or help you with your job search, including soft skills. You can keep these factors in mind to see which way to go.