+78.9%
CTVA vs MSFU
+29.4%
+49.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -2.2% |
| 7D | -2.1% | -3.2% | +1.1% | -2.0% |
| 30D | +12.0% | -3.1% | +15.2% | +12.1% |
| 3M | +13.5% | +35.3% | -21.8% | +12.4% |
| 6M | +12.1% | +31.6% | -19.5% | +10.8% |
| YTD | +29.0% | -9.5% | +38.5% | +31.3% |
| 1Y | +18.9% | -18.4% | +37.3% | +22.1% |
| 3Y | +78.9% | +26.9% | +51.9% | +73.5% |
| All | +78.9% | +29.4% | +49.5% | +73.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling