+36.6%
CTVA vs MSFU
+85.8%
-49.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.8% | +4.5% | -0.1% |
| 7D | -1.0% | -12.7% | +11.7% | -0.5% |
| 30D | -8.7% | -9.0% | +0.3% | -8.5% |
| 3M | +6.4% | +2.9% | +3.5% | +6.2% |
| 6M | -1.9% | +43.5% | -45.4% | -3.8% |
| YTD | +21.5% | -2.4% | +23.9% | +22.4% |
| 1Y | +24.3% | -13.5% | +37.8% | +26.7% |
| 3Y | +91.8% | +19.2% | +72.6% | +84.2% |
| All | +36.6% | +85.8% | -49.2% | +26.8% |
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 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