+93.3%
MSFU vs TMF
-66.5%
+159.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.9% |
| 7D | +2.5% | +1.2% | +1.3% | +2.4% |
| 30D | -1.3% | +19.7% | -21.0% | -1.8% |
| 3M | +8.6% | -2.1% | +10.7% | +8.7% |
| 6M | +48.4% | -13.4% | +61.8% | +48.9% |
| YTD | +1.6% | -16.7% | +18.3% | +2.0% |
| 1Y | -5.8% | -23.3% | +17.6% | -5.2% |
| 3Y | +30.9% | -24.8% | +55.8% | +29.1% |
| All | +93.3% | -66.5% | +159.8% | +103.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling