+324.5%
MTSI vs MSFU
+103.9%
+220.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +5.5% | +3.6% | +7.5% |
| 7D | +3.5% | +14.6% | -11.1% | +0.1% |
| 30D | -30.3% | +2.1% | -32.4% | -30.5% |
| 3M | -26.0% | +14.7% | -40.7% | -28.8% |
| 6M | -36.1% | +55.7% | -91.8% | -44.8% |
| YTD | +34.3% | +7.1% | +27.2% | +28.7% |
| 1Y | +35.3% | -0.5% | +35.8% | +33.6% |
| 3Y | +217.6% | +35.7% | +181.9% | +162.4% |
| All | +324.5% | +103.9% | +220.6% | +198.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 10y: compounded portfolio wealth divided by compounded MSFU 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…
10y analysis · Full analysis span regression · 6 months rolling