-10.3%
MSFU vs TRGP
+76.5%
-86.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | 0.0% | +0.5% |
| 7D | -2.8% | +12.4% | -15.1% | +0.1% |
| 30D | -5.3% | +2.6% | -7.9% | -4.3% |
| 3M | +7.2% | +11.9% | -4.6% | +11.6% |
| 6M | +51.0% | +13.9% | +37.1% | +58.4% |
| YTD | -1.2% | +64.2% | -65.4% | +12.6% |
| 1Y | -10.3% | +78.5% | -88.8% | +1.1% |
| All | -10.3% | +76.5% | -86.8% | +1.1% |
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