+52.0%
TDG vs MSFU
+26.0%
+26.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +1.1% |
| 7D | -1.9% | -1.8% | -0.1% | -1.7% |
| 30D | -7.7% | +0.5% | -8.2% | -7.8% |
| 3M | -9.3% | +51.9% | -61.2% | -14.1% |
| 6M | -9.4% | +35.0% | -44.3% | -13.6% |
| YTD | -14.3% | -9.0% | -5.2% | -13.6% |
| 1Y | -11.8% | -18.8% | +7.0% | -9.7% |
| 3Y | +52.0% | +25.5% | +26.5% | +37.6% |
| All | +52.0% | +26.0% | +26.0% | +37.6% |
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