+76.3%
MSFU vs TCOM
+66.0%
+10.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.3% | -4.0% |
| 7D | -5.7% | -9.5% | +3.8% | -4.0% |
| 30D | +4.2% | -10.7% | +14.9% | +6.4% |
| 3M | +27.9% | -14.6% | +42.5% | +31.5% |
| 6M | +37.1% | -19.3% | +56.4% | +42.3% |
| YTD | -7.4% | -42.9% | +35.6% | +1.3% |
| 1Y | -19.6% | -43.8% | +24.2% | -12.0% |
| 3Y | +33.2% | +2.1% | +31.1% | +29.3% |
| All | +76.3% | +66.0% | +10.4% | +61.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling