-61.0%
TE vs MSFU
+72.2%
-133.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -2.3% | +12.3% | +10.8% |
| 7D | +18.2% | -3.2% | +21.4% | +19.5% |
| 30D | -13.5% | -3.1% | -10.4% | -12.6% |
| 3M | -44.6% | +35.3% | -79.8% | -50.8% |
| 6M | -24.7% | +31.6% | -56.3% | -34.2% |
| YTD | -24.3% | -9.5% | -14.7% | -24.0% |
| 1Y | +155.6% | -18.4% | +174.0% | +168.5% |
| 3Y | -18.3% | +26.9% | -45.2% | -31.2% |
| All | -61.0% | +72.2% | -133.3% | -71.1% |
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