+6.1%
CTVA vs MSFU
+88.0%
-81.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.6% |
| 7D | -20.8% | -2.8% | -18.0% | -20.7% |
| 30D | -29.6% | -5.3% | -24.3% | -29.5% |
| 3M | -16.9% | +7.2% | -24.1% | -17.2% |
| 6M | -24.3% | +51.0% | -75.2% | -25.9% |
| YTD | -5.6% | -1.2% | -4.4% | -4.9% |
| 1Y | -4.2% | -10.3% | +6.2% | -2.6% |
| 3Y | +43.3% | +22.2% | +21.1% | +37.4% |
| All | +6.1% | +88.0% | -81.9% | -1.5% |
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