-25.8%
TE vs MSFU
-2.2%
-23.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +13.5% | -17.0% | -7.8% |
| 7D | +3.8% | +8.2% | -4.4% | +0.8% |
| 30D | -26.2% | +10.2% | -36.4% | -28.7% |
| 3M | -49.7% | +22.9% | -72.6% | -53.2% |
| 6M | -46.5% | +63.2% | -109.7% | -54.7% |
| YTD | -59.1% | +11.7% | -70.9% | -54.8% |
| 1Y | -25.8% | -3.5% | -22.3% | +6.3% |
| All | -25.8% | -2.2% | -23.6% | +6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling