+86.2%
TFC vs MSFU
+32.6%
+53.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +0.9% | -0.8% |
| 7D | +1.2% | +2.5% | -1.2% | +0.9% |
| 30D | +8.3% | -1.3% | +9.6% | +8.3% |
| 3M | -5.2% | +8.6% | -13.8% | -6.2% |
| 6M | -0.8% | +48.4% | -49.2% | -5.5% |
| YTD | +3.4% | +1.6% | +1.9% | +3.0% |
| 1Y | +17.0% | -5.8% | +22.8% | +17.9% |
| 3Y | +86.2% | +30.9% | +55.2% | +76.6% |
| All | +86.2% | +32.6% | +53.5% | +76.6% |
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