-19.0%
MSFU vs TRMB
-29.4%
+10.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.5% | +0.7% |
| 7D | -2.3% | -2.9% | +0.6% | -0.3% |
| 30D | -6.3% | -1.8% | -4.5% | -5.0% |
| 3M | +40.0% | +8.4% | +31.5% | +31.6% |
| 6M | +30.1% | -18.5% | +48.6% | +45.7% |
| YTD | -10.3% | -26.7% | +16.4% | +2.2% |
| 1Y | -19.0% | -28.3% | +9.3% | -7.1% |
| All | -19.0% | -29.4% | +10.4% | -7.1% |
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