+70.7%
MSFU vs TNA
+88.6%
-17.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.3% | +0.3% |
| 7D | -2.3% | -3.6% | +1.3% | -1.3% |
| 30D | -6.3% | -10.1% | +3.8% | -3.6% |
| 3M | +40.0% | +2.7% | +37.3% | +38.0% |
| 6M | +30.1% | +38.4% | -8.3% | +15.7% |
| YTD | -10.3% | +45.4% | -55.8% | -22.2% |
| 1Y | -19.0% | +55.9% | -75.0% | -32.3% |
| 3Y | +25.8% | +109.8% | -84.0% | -14.2% |
| All | +70.7% | +88.6% | -17.9% | +16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling