+93.3%
MSFU vs TXT
+35.8%
+57.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.2% |
| 7D | +2.5% | -2.5% | +5.0% | +3.2% |
| 30D | -1.3% | +14.4% | -15.7% | -6.4% |
| 3M | +8.6% | -4.9% | +13.6% | +10.2% |
| 6M | +48.4% | -10.2% | +58.6% | +52.7% |
| YTD | +1.6% | -4.1% | +5.7% | -0.7% |
| 1Y | -5.8% | +4.0% | -9.7% | -12.0% |
| 3Y | +30.9% | +8.0% | +23.0% | +14.7% |
| All | +93.3% | +35.8% | +57.5% | +42.0% |
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