-5.8%
MSFU vs TLN
-13.3%
+7.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +7.1% | -8.9% | -2.3% |
| 7D | +2.5% | -1.3% | +3.8% | +2.3% |
| 30D | -1.3% | -10.5% | +9.2% | -0.8% |
| 3M | +8.6% | +0.1% | +8.5% | +8.5% |
| 6M | +48.4% | -17.4% | +65.8% | +47.0% |
| YTD | +1.6% | -9.7% | +11.2% | -1.3% |
| 1Y | -5.8% | -12.3% | +6.5% | -7.8% |
| All | -5.8% | -13.3% | +7.5% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling