+30.2%
MSFU vs TMF
-42.2%
+72.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.4% | -4.5% | -4.2% |
| 7D | -5.7% | -1.4% | -4.3% | -5.7% |
| 30D | +4.2% | -2.8% | +7.0% | +4.1% |
| 3M | +27.9% | -10.9% | +38.8% | +27.7% |
| 6M | +37.1% | -21.3% | +58.4% | +36.5% |
| YTD | -7.4% | -15.9% | +8.5% | -7.6% |
| 1Y | -19.6% | -15.7% | -3.9% | -19.8% |
| All | +30.2% | -42.2% | +72.4% | +26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling