+26.7%
MSFU vs TLN
+583.6%
-556.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +3.8% | -7.9% | -4.8% |
| 7D | -5.7% | +7.1% | -12.7% | -6.9% |
| 30D | +4.2% | -3.9% | +8.1% | +4.6% |
| 3M | +27.9% | -16.2% | +44.1% | +30.3% |
| 6M | +37.1% | -5.8% | +42.9% | +35.2% |
| YTD | -7.4% | -15.4% | +8.1% | -7.5% |
| 1Y | -19.6% | -16.7% | -2.9% | -20.0% |
| 3Y | +33.2% | +473.8% | -440.6% | -11.2% |
| All | +26.7% | +583.6% | -556.8% | -17.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling