-51.7%
TE vs MSFU
-12.2%
-39.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.8% | +7.7% | +4.5% |
| 7D | -22.0% | -12.7% | -9.3% | -18.2% |
| 30D | -33.6% | -9.0% | -24.6% | -31.5% |
| 3M | -61.1% | +2.9% | -64.0% | -61.3% |
| 6M | -64.7% | +43.5% | -108.3% | -68.4% |
| YTD | -68.1% | -2.4% | -65.7% | -63.6% |
| 1Y | -51.7% | -13.5% | -38.2% | -31.4% |
| All | -51.7% | -12.2% | -39.5% | -31.4% |
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