+26.9%
MSFU vs TRGP
+265.9%
-238.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.8% | -2.5% |
| 7D | -3.2% | -0.6% | -2.6% | -3.1% |
| 30D | -3.1% | +14.6% | -17.7% | -4.7% |
| 3M | +35.3% | +11.9% | +23.3% | +32.9% |
| 6M | +31.6% | +25.3% | +6.3% | +26.2% |
| YTD | -9.5% | +61.9% | -71.4% | -18.0% |
| 1Y | -18.4% | +87.3% | -105.7% | -29.1% |
| 3Y | +26.9% | +268.0% | -241.1% | +8.1% |
| All | +26.9% | +265.9% | -238.9% | +8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling