+26.9%
MSFU vs TCOM
+13.4%
+13.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -2.1% |
| 7D | -3.2% | -7.6% | +4.5% | -1.6% |
| 30D | -3.1% | -12.2% | +9.1% | -0.5% |
| 3M | +35.3% | -14.2% | +49.5% | +39.4% |
| 6M | +31.6% | -25.0% | +56.6% | +38.8% |
| YTD | -9.5% | -43.7% | +34.2% | -0.2% |
| 1Y | -18.4% | -44.5% | +26.1% | -10.0% |
| 3Y | +26.9% | +13.4% | +13.5% | +23.6% |
| All | +26.9% | +13.4% | +13.5% | +23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling