-64.6%
TE vs MSFU
+76.3%
-140.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.2% | +5.5% | +2.8% |
| 7D | -4.0% | -5.7% | +1.7% | -1.9% |
| 30D | -15.9% | +4.2% | -20.1% | -17.1% |
| 3M | -60.5% | +27.9% | -88.5% | -64.1% |
| 6M | -35.2% | +37.1% | -72.3% | -44.2% |
| YTD | -31.1% | -7.4% | -23.8% | -31.4% |
| 1Y | +148.6% | -19.6% | +168.3% | +162.7% |
| 3Y | -26.4% | +33.2% | -59.6% | -39.0% |
| All | -64.6% | +76.3% | -140.9% | -73.9% |
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