+95.0%
MSFU vs TMF
-67.8%
+162.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.9% | -0.5% | -4.2% |
| 7D | +4.0% | -1.1% | +5.1% | +4.1% |
| 30D | -2.3% | +11.8% | -14.1% | -2.7% |
| 3M | +7.1% | -4.0% | +11.1% | +7.2% |
| 6M | +48.9% | -16.5% | +65.4% | +49.6% |
| YTD | +2.4% | -19.9% | +22.4% | +3.0% |
| 1Y | -8.1% | -25.6% | +17.5% | -7.4% |
| 3Y | +25.2% | -29.9% | +55.0% | +23.8% |
| All | +95.0% | -67.8% | +162.8% | +105.7% |
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