+88.0%
MSFU vs TNA
+59.1%
+28.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.7% |
| 7D | -2.8% | +3.7% | -6.5% | -3.9% |
| 30D | -5.3% | +4.4% | -9.7% | -6.6% |
| 3M | +7.2% | -26.7% | +33.9% | +16.7% |
| 6M | +51.0% | -12.8% | +63.8% | +54.7% |
| YTD | -1.2% | +22.7% | -23.9% | -10.2% |
| 1Y | -10.3% | +35.7% | -46.0% | -21.5% |
| 3Y | +22.2% | +134.6% | -112.3% | -20.5% |
| All | +88.0% | +59.1% | +28.9% | +34.7% |
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