+231.9%
MTSI vs MSFU
+32.9%
+199.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.2% | +7.6% | +4.4% |
| 7D | +1.4% | -5.7% | +7.1% | +2.7% |
| 30D | +2.1% | +4.2% | -2.1% | +0.8% |
| 3M | -29.7% | +27.9% | -57.6% | -34.1% |
| 6M | +12.5% | +37.1% | -24.6% | 0.0% |
| YTD | +57.0% | -7.4% | +64.4% | +59.0% |
| 1Y | +103.9% | -19.6% | +123.5% | +119.6% |
| All | +231.9% | +32.9% | +199.0% | +178.6% |
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