+88.0%
MSFU vs TRU
+11.3%
+76.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | -2.8% | 0.0% | -2.8% | -2.7% |
| 30D | -5.3% | +21.3% | -26.6% | -13.5% |
| 3M | +7.2% | +0.2% | +7.0% | +6.4% |
| 6M | +51.0% | +22.4% | +28.6% | +36.3% |
| YTD | -1.2% | -4.8% | +3.6% | -1.6% |
| 1Y | -10.3% | -0.2% | -10.1% | -12.8% |
| 3Y | +22.2% | +57.9% | -35.7% | -8.1% |
| All | +88.0% | +11.3% | +76.7% | +79.6% |
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