+35.7%
MSFU vs TD
+134.4%
-98.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.5% | +3.9% | +4.8% |
| 7D | +14.6% | -0.6% | +15.2% | +15.2% |
| 30D | +2.1% | +7.9% | -5.8% | -0.7% |
| 3M | +14.7% | +3.1% | +11.5% | +13.5% |
| 6M | +55.7% | +17.2% | +38.5% | +46.6% |
| YTD | +7.1% | +34.7% | -27.6% | -5.0% |
| 1Y | -0.5% | +56.9% | -57.4% | -16.7% |
| 3Y | +35.7% | +134.7% | -99.0% | +1.3% |
| All | +35.7% | +134.4% | -98.7% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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