+23.7%
MSFU vs TRI
-19.2%
+42.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | 0.0% |
| 7D | -2.3% | -8.4% | +6.1% | +2.0% |
| 30D | -6.3% | -6.5% | +0.2% | -3.2% |
| 3M | +40.0% | +18.6% | +21.4% | +23.7% |
| 6M | +30.1% | -10.4% | +40.5% | +33.2% |
| YTD | -10.3% | -23.7% | +13.4% | -0.1% |
| 1Y | -19.0% | -42.5% | +23.4% | +5.6% |
| All | +23.7% | -19.2% | +42.9% | +23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling