-19.6%
MSFU vs TRGP
+80.7%
-100.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -3.0% | -4.5% |
| 7D | -5.7% | +0.8% | -6.5% | -5.5% |
| 30D | +4.2% | +11.5% | -7.3% | +7.2% |
| 3M | +27.9% | +9.0% | +18.9% | +30.9% |
| 6M | +37.1% | +20.5% | +16.6% | +43.4% |
| YTD | -7.4% | +59.5% | -66.9% | +1.0% |
| 1Y | -19.6% | +77.9% | -97.5% | -10.7% |
| All | -19.6% | +80.7% | -100.3% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 1y: compounded portfolio wealth divided by compounded TRGP 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…
1y analysis · Full analysis span regression · 6 months rolling