+92.3%
CTVA vs MSFU
+29.5%
+62.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.3% | +4.8% | +0.6% |
| 7D | +2.4% | +4.0% | -1.6% | +2.4% |
| 30D | -8.1% | -2.3% | -5.8% | -8.1% |
| 3M | +6.3% | +7.1% | -0.8% | +6.1% |
| 6M | +0.4% | +48.9% | -48.5% | -0.9% |
| YTD | +21.8% | +2.4% | +19.4% | +23.8% |
| 1Y | +24.9% | -8.1% | +33.0% | +28.4% |
| 3Y | +92.3% | +25.2% | +67.1% | +86.8% |
| All | +92.3% | +29.5% | +62.8% | +86.8% |
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 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