+76.3%
MSFU vs TMF
-66.1%
+142.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.2% |
| 3M | +27.9% | -10.9% | +38.8% | +28.2% |
| 6M | +37.1% | -21.3% | +58.4% | +37.9% |
| YTD | -7.4% | -15.9% | +8.5% | -7.0% |
| 1Y | -19.6% | -15.7% | -3.9% | -19.3% |
| 3Y | +33.2% | -43.4% | +76.6% | +34.3% |
| All | +76.3% | -66.1% | +142.5% | +85.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling