+76.3%
MSFU vs TXG
+101.3%
-24.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.3% | -4.0% |
| 7D | -5.7% | +1.8% | -7.5% | -6.0% |
| 30D | +4.2% | +32.0% | -27.8% | -1.1% |
| 3M | +27.9% | +87.0% | -59.1% | +13.7% |
| 6M | +37.1% | +180.1% | -142.9% | +12.7% |
| YTD | -7.4% | +284.1% | -291.5% | -28.5% |
| 1Y | -19.6% | +361.7% | -381.3% | -41.0% |
| 3Y | +33.2% | +15.9% | +17.3% | +18.9% |
| All | +76.3% | +101.3% | -24.9% | +33.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling