+88.9%
TEM vs MSFU
-0.8%
+89.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.9% | +9.8% | +8.6% |
| 7D | +5.3% | +2.5% | +2.8% | +3.5% |
| 30D | +8.1% | -1.3% | +9.4% | +7.9% |
| 3M | +64.9% | +8.6% | +56.2% | +57.9% |
| 6M | +42.1% | +48.4% | -6.3% | +18.0% |
| YTD | +28.8% | +1.6% | +27.2% | +22.4% |
| 1Y | +5.5% | -5.8% | +11.3% | +3.7% |
| All | +88.9% | -0.8% | +89.8% | +38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling