+76.3%
MSFU vs CASY
+259.3%
-183.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -3.9% | -4.1% |
| 7D | -5.7% | +0.1% | -5.8% | -5.7% |
| 30D | +4.2% | -11.3% | +15.5% | +6.1% |
| 3M | +27.9% | -0.6% | +28.6% | +26.3% |
| 6M | +37.1% | +10.7% | +26.4% | +29.7% |
| YTD | -7.4% | +37.1% | -44.5% | -18.6% |
| 1Y | -19.6% | +52.3% | -71.9% | -32.0% |
| 3Y | +33.2% | +215.2% | -182.0% | -12.8% |
| All | +76.3% | +259.3% | -183.0% | +6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling