+94.3%
CTAS vs MSFU
+72.2%
+22.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.3% |
| 7D | 0.0% | -3.2% | +3.1% | +0.3% |
| 30D | -1.0% | -3.1% | +2.1% | -0.7% |
| 3M | +15.8% | +35.3% | -19.5% | +10.4% |
| 6M | -1.0% | +31.6% | -32.6% | -6.0% |
| YTD | +7.4% | -9.5% | +16.9% | +7.7% |
| 1Y | -0.1% | -18.4% | +18.3% | +1.6% |
| 3Y | +66.3% | +26.9% | +39.4% | +45.5% |
| All | +94.3% | +72.2% | +22.1% | +52.2% |
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