+30.9%
MSFU vs TRMB
+27.3%
+3.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.7% | -2.3% |
| 7D | +2.5% | -16.7% | +19.1% | +9.5% |
| 30D | -1.3% | -9.9% | +8.6% | +0.3% |
| 3M | +8.6% | -7.6% | +16.2% | +8.5% |
| 6M | +48.4% | -14.7% | +63.1% | +55.2% |
| YTD | +1.6% | -30.9% | +32.5% | +20.2% |
| 1Y | -5.8% | -31.3% | +25.6% | +11.5% |
| 3Y | +30.9% | +29.4% | +1.5% | +24.3% |
| All | +30.9% | +27.3% | +3.6% | +24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling