-19.6%
MSFU vs TXG
+372.5%
-392.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.3% | -4.1% |
| 7D | -5.7% | +1.8% | -7.5% | -5.8% |
| 30D | +4.2% | +32.0% | -27.8% | +1.2% |
| 3M | +27.9% | +87.0% | -59.1% | +20.1% |
| 6M | +37.1% | +180.1% | -142.9% | +24.8% |
| YTD | -7.4% | +284.1% | -291.5% | -17.2% |
| 1Y | -19.6% | +361.7% | -381.3% | -29.1% |
| All | -19.6% | +372.5% | -392.1% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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