+43.0%
CTVA vs MSFU
+70.7%
-27.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.3% |
| 7D | -5.8% | -2.3% | -3.5% | -5.7% |
| 30D | +11.1% | -6.3% | +17.3% | +11.3% |
| 3M | +13.2% | +40.0% | -26.7% | +11.3% |
| 6M | +8.7% | +30.1% | -21.4% | +6.9% |
| YTD | +27.3% | -10.3% | +37.6% | +28.7% |
| 1Y | +18.0% | -19.0% | +37.0% | +20.4% |
| 3Y | +76.5% | +25.8% | +50.7% | +68.0% |
| All | +43.0% | +70.7% | -27.7% | +33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling