-14.3%
MSFU vs TRGP
+72.6%
-86.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +3.7% | -8.5% | -3.8% |
| 7D | -12.7% | +2.4% | -15.0% | -12.3% |
| 30D | -9.0% | +0.8% | -9.8% | -8.5% |
| 3M | +2.9% | +10.4% | -7.4% | +6.8% |
| 6M | +43.5% | +16.3% | +27.3% | +51.4% |
| YTD | -2.4% | +61.1% | -63.5% | +10.0% |
| All | -14.3% | +72.6% | -86.9% | -4.3% |
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