+6.9%
CTSH vs MSFU
+88.0%
-81.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -2.1% | -2.8% | +0.6% | -1.7% |
| 30D | +1.4% | -5.3% | +6.7% | +1.9% |
| 3M | +7.5% | +7.2% | +0.2% | +5.0% |
| 6M | +39.6% | +51.0% | -11.4% | +25.2% |
| YTD | -22.3% | -1.2% | -21.1% | -24.8% |
| 1Y | -12.0% | -10.3% | -1.6% | -13.2% |
| 3Y | +1.8% | +22.2% | -20.4% | -12.9% |
| All | +6.9% | +88.0% | -81.1% | -23.8% |
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