+70.7%
MSFU vs TRI
-5.0%
+75.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | +0.1% |
| 7D | -2.3% | -8.4% | +6.1% | +2.5% |
| 30D | -6.3% | -6.5% | +0.2% | -2.9% |
| 3M | +40.0% | +18.6% | +21.4% | +22.3% |
| 6M | +30.1% | -10.4% | +40.5% | +34.1% |
| YTD | -10.3% | -23.7% | +13.4% | +2.5% |
| 1Y | -19.0% | -42.5% | +23.4% | +11.5% |
| 3Y | +25.8% | -19.3% | +45.1% | +23.2% |
| All | +70.7% | -5.0% | +75.7% | +30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling