+21.8%
MSFU vs TLN
+599.9%
-578.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.5% |
| 7D | -4.9% | +22.3% | -27.2% | -8.3% |
| 30D | -9.1% | +1.2% | -10.3% | -9.6% |
| 3M | +8.7% | +5.9% | +2.8% | +6.9% |
| 6M | +48.3% | +3.2% | +45.1% | +44.4% |
| YTD | -1.6% | +3.2% | -4.8% | -5.6% |
| 1Y | -13.6% | +5.2% | -18.8% | -17.7% |
| All | +21.8% | +599.9% | -578.1% | -12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling