+158.2%
MTSI vs MSFU
+35.1%
+123.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -7.4% | -11.0% | -16.5% |
| 7D | -24.6% | +1.0% | -25.6% | -24.6% |
| 30D | -45.7% | +0.6% | -46.3% | -45.6% |
| 3M | -27.7% | +16.4% | -44.1% | -30.3% |
| 6M | -37.3% | +53.0% | -90.3% | -44.7% |
| YTD | +11.1% | +3.5% | +7.7% | +10.3% |
| 1Y | +27.2% | -7.8% | +35.0% | +33.1% |
| All | +158.2% | +35.1% | +123.0% | +112.6% |
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