+31.8%
TFC vs MSFU
+72.2%
-40.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.8% |
| 7D | +2.2% | -3.2% | +5.4% | +2.7% |
| 30D | -2.5% | -3.1% | +0.7% | -2.2% |
| 3M | +4.5% | +35.3% | -30.7% | -0.8% |
| 6M | +11.0% | +31.6% | -20.6% | +4.6% |
| YTD | +5.9% | -9.5% | +15.4% | +6.2% |
| 1Y | +14.6% | -18.4% | +33.0% | +16.9% |
| 3Y | +96.7% | +26.9% | +69.8% | +69.3% |
| All | +31.8% | +72.2% | -40.5% | +0.5% |
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