-24.3%
CTVA vs MSFU
+52.1%
-76.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.6% |
| 7D | -20.8% | -2.8% | -18.0% | -20.9% |
| 30D | -29.6% | -5.3% | -24.3% | -29.8% |
| 3M | -16.9% | +7.2% | -24.1% | -16.1% |
| 6M | -24.3% | +51.0% | -75.2% | -21.7% |
| All | -24.3% | +52.1% | -76.3% | -21.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling