+70.7%
MSFU vs TCOM
+58.5%
+12.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.3% |
| 7D | -2.3% | -10.2% | +7.8% | -0.4% |
| 30D | -6.3% | -16.8% | +10.6% | -3.0% |
| 3M | +40.0% | -16.7% | +56.6% | +44.6% |
| 6M | +30.1% | -27.1% | +57.2% | +37.4% |
| YTD | -10.3% | -45.5% | +35.2% | -1.1% |
| 1Y | -19.0% | -45.9% | +26.8% | -10.7% |
| 3Y | +25.8% | +9.8% | +16.0% | +21.1% |
| All | +70.7% | +58.5% | +12.2% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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