+72.2%
MSFU vs TXG
+110.7%
-38.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.7% | -7.0% | -3.1% |
| 7D | -3.2% | +9.4% | -12.5% | -4.6% |
| 30D | -3.1% | +26.1% | -29.2% | -7.2% |
| 3M | +35.3% | +124.8% | -89.5% | +16.4% |
| 6M | +31.6% | +215.2% | -183.6% | +6.0% |
| YTD | -9.5% | +302.2% | -311.7% | -30.7% |
| 1Y | -18.4% | +370.9% | -389.3% | -40.3% |
| 3Y | +26.9% | +38.5% | -11.6% | +8.4% |
| All | +72.2% | +110.7% | -38.5% | +29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling