+21.3%
TFC vs MSFU
-2.2%
+23.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +13.5% | -10.5% | +3.0% |
| 7D | +5.1% | +8.2% | -3.1% | +5.1% |
| 30D | +9.8% | +10.2% | -0.4% | +9.9% |
| 3M | -2.4% | +22.9% | -25.3% | -2.2% |
| 6M | +4.9% | +63.2% | -58.3% | +5.6% |
| YTD | +6.6% | +11.7% | -5.2% | +3.0% |
| 1Y | +21.3% | -3.5% | +24.8% | +16.4% |
| All | +21.3% | -2.2% | +23.5% | +16.4% |
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