+76.3%
MSFU vs TRU
+9.5%
+66.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -5.9% | +1.8% | -1.6% |
| 7D | -5.7% | -6.8% | +1.1% | -2.7% |
| 30D | +4.2% | 0.0% | +4.1% | +4.2% |
| 3M | +27.9% | +13.3% | +14.6% | +20.3% |
| 6M | +37.1% | +3.4% | +33.7% | +33.9% |
| YTD | -7.4% | -6.4% | -1.0% | -6.4% |
| 1Y | -19.6% | -9.7% | -9.9% | -18.5% |
| 3Y | +33.2% | +0.1% | +33.1% | +29.9% |
| All | +76.3% | +9.5% | +66.8% | +70.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling