+95.0%
MSFU vs CASY
+232.3%
-137.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.3% | -4.5% |
| 7D | +4.0% | +5.0% | -0.9% | +3.3% |
| 30D | -2.3% | +8.2% | -10.5% | -3.6% |
| 3M | +7.1% | -18.2% | +25.3% | +10.1% |
| 6M | +48.9% | -18.6% | +67.5% | +53.0% |
| YTD | +2.4% | +26.8% | -24.3% | -9.1% |
| 1Y | -8.1% | +31.6% | -39.7% | -19.5% |
| 3Y | +25.2% | +156.5% | -131.3% | -13.3% |
| All | +95.0% | +232.3% | -137.2% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 10y: compounded portfolio wealth divided by compounded CASY 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…
10y analysis · Full analysis span regression · 6 months rolling