+7.3%
CTSH vs MSFU
+103.9%
-96.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.5% | -7.2% | -2.8% |
| 7D | -2.3% | +14.6% | -16.9% | -5.2% |
| 30D | +7.4% | +2.1% | +5.3% | +6.5% |
| 3M | +10.9% | +14.7% | -3.7% | +7.1% |
| 6M | +24.7% | +55.7% | -31.0% | +11.4% |
| YTD | -22.0% | +7.1% | -29.1% | -25.6% |
| 1Y | -11.2% | -0.5% | -10.6% | -14.2% |
| 3Y | +3.9% | +35.7% | -31.9% | -13.2% |
| All | +7.3% | +103.9% | -96.6% | -24.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling