-19.4%
MSFU vs TRI
-42.8%
+23.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.9% |
| 7D | -6.9% | -14.4% | +7.4% | -0.2% |
| 30D | -5.1% | -8.1% | +3.0% | -1.5% |
| 3M | +44.6% | +17.5% | +27.1% | +29.0% |
| 6M | +32.8% | -5.0% | +37.8% | +30.1% |
| YTD | -10.1% | -24.7% | +14.6% | -7.2% |
| 1Y | -19.4% | -41.5% | +22.1% | -12.6% |
| All | -19.4% | -42.8% | +23.4% | -12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling