+71.2%
MSFU vs TRI
-6.2%
+77.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +1.0% |
| 7D | -6.9% | -14.4% | +7.4% | +1.3% |
| 30D | -5.1% | -8.1% | +3.0% | -0.8% |
| 3M | +44.6% | +17.5% | +27.1% | +27.0% |
| 6M | +32.8% | -5.0% | +37.8% | +31.9% |
| YTD | -10.1% | -24.7% | +14.6% | +3.5% |
| 1Y | -19.4% | -41.5% | +22.1% | +9.4% |
| 3Y | +26.2% | -20.3% | +46.5% | +24.5% |
| All | +71.2% | -6.2% | +77.5% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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