+42.6%
CTVA vs MSFU
+71.2%
-28.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -4.7% | -6.9% | +2.3% | -4.4% |
| 30D | +11.1% | -5.1% | +16.2% | +11.3% |
| 3M | +13.7% | +44.6% | -30.9% | +11.5% |
| 6M | +11.2% | +32.8% | -21.6% | +9.1% |
| YTD | +26.9% | -10.1% | +37.0% | +28.3% |
| 1Y | +18.8% | -19.4% | +38.2% | +21.3% |
| 3Y | +75.9% | +26.2% | +49.8% | +67.5% |
| All | +42.6% | +71.2% | -28.6% | +32.9% |
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