+73.2%
MSFU vs TRGP
+373.0%
-299.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | -1.8% | +0.1% | -1.9% | -1.8% |
| 30D | +0.5% | +8.0% | -7.5% | -1.1% |
| 3M | +51.9% | +8.3% | +43.6% | +48.7% |
| 6M | +35.0% | +23.9% | +11.0% | +27.3% |
| YTD | -9.0% | +59.6% | -68.7% | -20.1% |
| 1Y | -18.8% | +79.4% | -98.2% | -31.5% |
| 3Y | +25.5% | +269.4% | -243.9% | -16.5% |
| All | +73.2% | +373.0% | -299.9% | +2.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling