+186.2%
MTSI vs MSFU
+32.6%
+153.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.9% | +12.7% | +11.3% |
| 7D | -10.0% | +2.5% | -12.4% | -10.3% |
| 30D | -37.2% | -1.3% | -35.9% | -36.8% |
| 3M | -30.1% | +8.6% | -38.7% | -31.5% |
| 6M | -31.9% | +48.4% | -80.3% | -39.5% |
| YTD | +23.2% | +1.6% | +21.6% | +22.8% |
| 1Y | +26.4% | -5.8% | +32.2% | +30.4% |
| 3Y | +186.2% | +30.9% | +155.2% | +136.6% |
| All | +186.2% | +32.6% | +153.5% | +136.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling