-62.2%
TE vs MSFU
+70.7%
-132.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.6% |
| 7D | +15.0% | -2.3% | +17.3% | +15.9% |
| 30D | -7.5% | -6.3% | -1.3% | -5.3% |
| 3M | -42.0% | +40.0% | -81.9% | -49.2% |
| 6M | -31.4% | +30.1% | -61.5% | -39.8% |
| YTD | -26.5% | -10.3% | -16.2% | -26.0% |
| 1Y | +153.1% | -19.0% | +172.1% | +166.7% |
| 3Y | -20.7% | +25.8% | -46.5% | -33.0% |
| All | -62.2% | +70.7% | -132.9% | -71.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling