+72.2%
MSFU vs TD
+122.2%
-50.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -1.9% |
| 7D | -3.2% | +0.9% | -4.0% | -3.5% |
| 30D | -3.1% | -0.7% | -2.5% | -2.9% |
| 3M | +35.3% | +6.3% | +29.0% | +31.0% |
| 6M | +31.6% | +27.9% | +3.7% | +15.0% |
| YTD | -9.5% | +29.8% | -39.3% | -21.6% |
| 1Y | -18.4% | +63.7% | -82.1% | -37.5% |
| 3Y | +26.9% | +128.3% | -101.4% | -20.9% |
| All | +72.2% | +122.2% | -50.0% | +12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling