+26.9%
MSFU vs TW
+21.9%
+5.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.0% | +0.7% | -1.7% |
| 7D | -3.2% | -3.5% | +0.3% | -2.4% |
| 30D | -3.1% | +0.5% | -3.6% | -3.2% |
| 3M | +35.3% | +4.9% | +30.3% | +31.5% |
| 6M | +31.6% | -17.1% | +48.7% | +37.0% |
| YTD | -9.5% | -3.9% | -5.7% | -9.6% |
| 1Y | -18.4% | -13.3% | -5.2% | -15.6% |
| 3Y | +26.9% | +20.9% | +6.0% | +22.4% |
| All | +26.9% | +21.9% | +5.0% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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