+23.7%
MSFU vs TXG
+41.0%
-17.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.2% |
| 7D | -2.3% | +9.1% | -11.5% | -3.4% |
| 30D | -6.3% | +14.9% | -21.1% | -8.1% |
| 3M | +40.0% | +120.0% | -80.0% | +25.3% |
| 6M | +30.1% | +221.8% | -191.7% | +10.3% |
| YTD | -10.3% | +312.6% | -322.9% | -26.8% |
| 1Y | -19.0% | +398.4% | -417.5% | -36.4% |
| All | +23.7% | +41.0% | -17.3% | -3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling