+71.2%
MSFU vs TNA
+82.9%
-11.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | +1.2% |
| 7D | -6.9% | -7.6% | +0.6% | -4.9% |
| 30D | -5.1% | -13.6% | +8.5% | -1.3% |
| 3M | +44.6% | +2.8% | +41.8% | +42.5% |
| 6M | +32.8% | +34.5% | -1.7% | +19.0% |
| YTD | -10.1% | +41.0% | -51.1% | -21.2% |
| 1Y | -19.4% | +52.0% | -71.4% | -32.1% |
| 3Y | +26.2% | +103.5% | -77.3% | -13.2% |
| All | +71.2% | +82.9% | -11.7% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 10y: compounded portfolio wealth divided by compounded TNA 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…
10y analysis · Full analysis span regression · 6 months rolling