+36.9%
CTVA vs MSFU
+95.0%
-58.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.3% | +4.8% | +0.6% |
| 7D | +2.4% | +4.0% | -1.6% | +2.3% |
| 30D | -8.1% | -2.3% | -5.8% | -8.1% |
| 3M | +6.3% | +7.1% | -0.8% | +5.9% |
| 6M | +0.4% | +48.9% | -48.5% | -1.6% |
| YTD | +21.8% | +2.4% | +19.4% | +22.5% |
| 1Y | +24.9% | -8.1% | +33.0% | +26.9% |
| 3Y | +92.3% | +25.2% | +67.1% | +84.3% |
| All | +36.9% | +95.0% | -58.1% | +26.9% |
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 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