+2,700.2%
TFC vs MSI
+4,035.2%
-1,335.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | +2.4% | -3.7% | +6.1% | +3.4% |
| 30D | -1.3% | +6.8% | -8.1% | -3.3% |
| 3M | +6.1% | +14.3% | -8.2% | +1.9% |
| 6M | +7.3% | -1.6% | +8.9% | +7.1% |
| YTD | +8.2% | +22.8% | -14.6% | +1.3% |
| 1Y | +14.4% | -1.1% | +15.5% | +13.5% |
| 3Y | +93.7% | +70.5% | +23.2% | +64.2% |
| 5Y | +16.4% | +102.8% | -86.4% | -6.5% |
| 10Y | +101.6% | +597.4% | -495.9% | +18.7% |
| All | +2,700.2% | +4,035.2% | -1,335.0% | +990.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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