+353.6%
MTSI vs MSFU
+87.3%
+266.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.5% | -1.9% |
| 7D | +29.1% | -4.9% | +34.0% | +30.6% |
| 30D | -20.4% | -9.1% | -11.3% | -18.2% |
| 3M | -20.9% | +8.7% | -29.6% | -22.8% |
| 6M | -32.3% | +48.3% | -80.5% | -40.9% |
| YTD | +43.5% | -1.6% | +45.1% | +40.4% |
| 1Y | +43.8% | -13.6% | +57.4% | +48.7% |
| 3Y | +218.8% | +20.2% | +198.5% | +172.1% |
| All | +353.6% | +87.3% | +266.3% | +226.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling