+76.3%
MSFU vs TXT
+28.5%
+47.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -4.0% |
| 7D | -5.7% | -4.8% | -0.9% | -3.9% |
| 30D | +4.2% | -10.6% | +14.8% | +8.6% |
| 3M | +27.9% | -13.2% | +41.1% | +34.2% |
| 6M | +37.1% | -20.3% | +57.5% | +48.0% |
| YTD | -7.4% | -9.3% | +1.9% | -7.2% |
| 1Y | -19.6% | -2.7% | -16.9% | -22.7% |
| 3Y | +33.2% | +1.4% | +31.8% | +20.0% |
| All | +76.3% | +28.5% | +47.8% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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