-19.4%
MSFU vs TRU
-17.6%
-1.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -6.9% | -9.4% | +2.4% | -3.4% |
| 30D | -5.1% | -4.1% | -1.0% | -3.4% |
| 3M | +44.6% | +13.6% | +31.1% | +36.0% |
| 6M | +32.8% | +3.6% | +29.2% | +27.6% |
| YTD | -10.1% | -9.8% | -0.2% | -13.9% |
| 1Y | -19.4% | -13.6% | -5.7% | -22.4% |
| All | -19.4% | -17.6% | -1.8% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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