+103.9%
MSFU vs TD
+130.7%
-26.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.5% | +3.9% | +4.6% |
| 7D | +14.6% | -0.6% | +15.2% | +15.3% |
| 30D | +2.1% | +7.9% | -5.8% | -1.6% |
| 3M | +14.7% | +3.1% | +11.5% | +13.1% |
| 6M | +55.7% | +17.2% | +38.5% | +43.4% |
| YTD | +7.1% | +34.7% | -27.6% | -8.7% |
| 1Y | -0.5% | +56.9% | -57.4% | -21.9% |
| 3Y | +35.7% | +134.7% | -99.0% | -16.0% |
| All | +103.9% | +130.7% | -26.8% | +30.4% |
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