+76.3%
MSFU vs TNA
+99.3%
-23.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.7% | -4.9% | -4.4% |
| 7D | -5.7% | -0.1% | -5.6% | -5.7% |
| 30D | +4.2% | -4.9% | +9.1% | +5.4% |
| 3M | +27.9% | +0.4% | +27.5% | +26.9% |
| 6M | +37.1% | +32.5% | +4.6% | +23.3% |
| YTD | -7.4% | +53.7% | -61.1% | -20.8% |
| 1Y | -19.6% | +65.1% | -84.7% | -33.9% |
| 3Y | +33.2% | +98.4% | -65.2% | -7.0% |
| All | +76.3% | +99.3% | -23.0% | +18.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling