+72.2%
MSFU vs TRMB
-2.7%
+74.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.2% | -1.6% |
| 7D | -3.2% | -0.3% | -2.9% | -2.9% |
| 30D | -3.1% | -1.2% | -1.9% | -2.4% |
| 3M | +35.3% | +9.6% | +25.7% | +27.5% |
| 6M | +31.6% | -16.1% | +47.7% | +45.7% |
| YTD | -9.5% | -25.0% | +15.5% | +6.9% |
| 1Y | -18.4% | -27.7% | +9.3% | -2.2% |
| 3Y | +26.9% | +15.3% | +11.6% | +14.1% |
| All | +72.2% | -2.7% | +74.9% | +80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling