+115.5%
CTAS vs MSFU
+93.3%
+22.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.6% |
| 7D | +1.2% | +2.5% | -1.3% | +0.7% |
| 30D | +12.8% | -1.3% | +14.1% | +12.7% |
| 3M | +10.3% | +8.6% | +1.6% | +8.7% |
| 6M | +32.0% | +48.4% | -16.4% | +23.7% |
| YTD | +19.1% | +1.6% | +17.6% | +17.3% |
| 1Y | +21.5% | -5.8% | +27.2% | +21.0% |
| 3Y | +76.0% | +30.9% | +45.1% | +55.2% |
| All | +115.5% | +93.3% | +22.1% | +65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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