+85.8%
MSFU vs CASY
+239.7%
-153.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.2% | -7.0% | -5.1% |
| 7D | -12.7% | +5.8% | -18.5% | -13.5% |
| 30D | -9.0% | +10.7% | -19.7% | -10.5% |
| 3M | +2.9% | -13.9% | +16.8% | +4.9% |
| 6M | +43.5% | -18.4% | +62.0% | +47.9% |
| YTD | -2.4% | +29.6% | -32.1% | -13.7% |
| 1Y | -13.5% | +32.8% | -46.3% | -24.2% |
| 3Y | +19.2% | +162.3% | -143.0% | -17.8% |
| All | +85.8% | +239.7% | -153.9% | +12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling