+95.0%
MSFU vs TCOM
+78.3%
+16.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.4% | -4.4% |
| 7D | +4.0% | +6.5% | -2.5% | +2.8% |
| 30D | -2.3% | +13.3% | -15.6% | -4.6% |
| 3M | +7.1% | -6.5% | +13.6% | +8.2% |
| 6M | +48.9% | -16.3% | +65.2% | +53.2% |
| YTD | +2.4% | -38.7% | +41.2% | +10.4% |
| 1Y | -8.1% | -40.1% | +32.0% | -0.7% |
| 3Y | +25.2% | +30.6% | -5.4% | +16.8% |
| All | +95.0% | +78.3% | +16.7% | +76.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling