+119.7%
CTAS vs MSFU
+88.0%
+31.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +2.0% | -2.8% | +4.7% | +2.3% |
| 30D | +8.7% | -5.3% | +14.0% | +9.1% |
| 3M | +13.3% | +7.2% | +6.0% | +11.8% |
| 6M | +39.4% | +51.0% | -11.6% | +30.1% |
| YTD | +21.5% | -1.2% | +22.7% | +20.0% |
| 1Y | +21.9% | -10.3% | +32.2% | +22.3% |
| 3Y | +73.6% | +22.2% | +51.4% | +55.1% |
| All | +119.7% | +88.0% | +31.7% | +69.6% |
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