-3.5%
MSFU vs TRMB
-31.2%
+27.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | -17.3% | +30.8% | +19.6% |
| 7D | +8.2% | -15.7% | +23.9% | +12.4% |
| 30D | +10.2% | -7.8% | +17.9% | +7.2% |
| 3M | +22.9% | -9.3% | +32.2% | +20.9% |
| 6M | +63.2% | -20.8% | +84.0% | +73.9% |
| YTD | +11.7% | -30.8% | +42.5% | +22.2% |
| 1Y | -3.5% | -31.0% | +27.5% | +4.6% |
| All | -3.5% | -31.2% | +27.7% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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