+72.2%
MSFU vs TDY
+65.0%
+7.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -1.9% |
| 7D | -3.2% | -0.9% | -2.3% | -2.7% |
| 30D | -3.1% | -12.5% | +9.3% | +3.4% |
| 3M | +35.3% | -1.2% | +36.5% | +35.8% |
| 6M | +31.6% | -6.6% | +38.2% | +35.0% |
| YTD | -9.5% | +18.5% | -28.0% | -20.6% |
| 1Y | -18.4% | +10.8% | -29.2% | -25.7% |
| 3Y | +26.9% | +47.5% | -20.6% | -4.5% |
| All | +72.2% | +65.0% | +7.2% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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