-19.4%
MSFU vs TCOM
-46.8%
+27.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.5% | +0.7% |
| 7D | -6.9% | -6.5% | -0.4% | -4.9% |
| 30D | -5.1% | -16.2% | +11.1% | +0.4% |
| 3M | +44.6% | -19.3% | +64.0% | +53.5% |
| 6M | +32.8% | -27.2% | +60.0% | +43.4% |
| YTD | -10.1% | -46.2% | +36.1% | +2.2% |
| 1Y | -19.4% | -46.6% | +27.2% | -9.0% |
| All | -19.4% | -46.8% | +27.4% | -9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling