-10.3%
MSFU vs TRI
-17.3%
+7.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.4% |
| 7D | -2.8% | -2.9% | +0.1% | -1.7% |
| 30D | -5.3% | +3.7% | -9.0% | -8.5% |
| 3M | +7.2% | +3.7% | +3.5% | +3.2% |
| 6M | +51.0% | +35.1% | +15.9% | +22.6% |
| YTD | -1.2% | -14.0% | +12.8% | -1.4% |
| 1Y | -10.3% | -19.0% | +8.6% | -10.5% |
| All | -10.3% | -17.3% | +7.0% | -10.5% |
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