+30.9%
MSFU vs CASY
+154.1%
-123.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | +2.5% | +1.1% | +1.4% | +2.3% |
| 30D | -1.3% | +8.7% | -10.0% | -2.3% |
| 3M | +8.6% | -17.3% | +26.0% | +10.7% |
| 6M | +48.4% | -19.7% | +68.1% | +52.1% |
| YTD | +1.6% | +24.8% | -23.3% | -9.8% |
| 1Y | -5.8% | +31.9% | -37.7% | -17.9% |
| 3Y | +30.9% | +155.4% | -124.4% | -6.9% |
| All | +30.9% | +154.1% | -123.1% | -6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling