+131.6%
TDG vs MSFU
+88.0%
+43.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | +1.7% | -2.8% | +4.5% | +2.0% |
| 30D | +9.7% | -5.3% | +15.0% | +10.2% |
| 3M | -2.3% | +7.2% | -9.6% | -3.9% |
| 6M | +1.3% | +51.0% | -49.7% | -6.6% |
| YTD | -8.5% | -1.2% | -7.2% | -9.8% |
| 1Y | -8.1% | -10.3% | +2.2% | -7.7% |
| 3Y | +43.4% | +22.2% | +21.2% | +27.7% |
| All | +131.6% | +88.0% | +43.6% | +76.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling