+85.8%
MSFU vs TMF
-67.7%
+153.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.1% | -4.8% | -4.8% |
| 7D | -12.7% | -3.4% | -9.3% | -12.6% |
| 30D | -9.0% | +11.5% | -20.5% | -9.3% |
| 3M | +2.9% | -4.5% | +7.4% | +3.1% |
| 6M | +43.5% | -15.0% | +58.5% | +44.1% |
| YTD | -2.4% | -19.9% | +17.4% | -1.9% |
| 1Y | -13.5% | -26.6% | +13.1% | -12.8% |
| 3Y | +19.2% | -29.8% | +49.0% | +17.9% |
| All | +85.8% | -67.7% | +153.5% | +95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling