+88.0%
MSFU vs TMF
-69.6%
+157.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.7% | +0.4% |
| 7D | -2.8% | -9.3% | +6.5% | -2.5% |
| 30D | -5.3% | +1.9% | -7.2% | -5.4% |
| 3M | +7.2% | -11.2% | +18.5% | +7.6% |
| 6M | +51.0% | -17.7% | +68.7% | +51.7% |
| YTD | -1.2% | -24.5% | +23.2% | -0.6% |
| 1Y | -10.3% | -29.4% | +19.1% | -9.5% |
| 3Y | +22.2% | -33.4% | +55.6% | +21.1% |
| All | +88.0% | -69.6% | +157.6% | +98.6% |
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