+21.8%
MSFU vs TXG
+67.8%
-46.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.8% | +5.6% | +1.5% |
| 7D | -4.9% | +1.8% | -6.7% | -5.2% |
| 30D | -9.1% | -17.7% | +8.6% | -6.7% |
| 3M | +8.7% | +2.3% | +6.3% | +7.2% |
| 6M | +48.3% | +182.5% | -134.2% | +25.9% |
| YTD | -1.6% | +262.4% | -264.0% | -20.1% |
| 1Y | -13.6% | +254.1% | -267.7% | -29.9% |
| All | +21.8% | +67.8% | -46.0% | -1.4% |
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