+97.0%
MSFU vs TMF
-66.4%
+163.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.6% | -7.9% | -7.4% |
| 7D | +1.0% | +2.7% | -1.7% | +1.0% |
| 30D | +0.6% | +19.3% | -18.7% | +0.1% |
| 3M | +16.4% | -3.7% | +20.0% | +16.5% |
| 6M | +53.0% | -11.3% | +64.3% | +53.4% |
| YTD | +3.5% | -16.6% | +20.1% | +3.9% |
| 1Y | -7.8% | -21.1% | +13.3% | -7.3% |
| 3Y | +35.6% | -26.8% | +62.4% | +33.9% |
| All | +97.0% | -66.4% | +163.4% | +107.5% |
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