+136.9%
TDG vs MSFU
+85.8%
+51.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.8% | +6.3% | +2.3% |
| 7D | +2.3% | -12.7% | +15.0% | +4.2% |
| 30D | +11.2% | -9.0% | +20.2% | +12.3% |
| 3M | +0.2% | +2.9% | -2.7% | -0.7% |
| 6M | +3.9% | +43.5% | -39.7% | -3.4% |
| YTD | -6.4% | -2.4% | -4.0% | -7.6% |
| 1Y | -3.8% | -13.5% | +9.7% | -2.7% |
| 3Y | +46.8% | +19.2% | +27.5% | +31.4% |
| All | +136.9% | +85.8% | +51.1% | +81.1% |
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