+21.3%
TFC vs MSTU
-88.0%
+109.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +10.3% | -7.4% | +2.8% |
| 7D | +5.1% | -4.8% | +9.9% | +5.1% |
| 30D | +9.8% | -29.6% | +39.4% | +10.1% |
| 3M | -2.4% | +69.4% | -71.8% | -3.2% |
| 6M | +4.9% | -62.2% | +67.2% | +6.7% |
| YTD | +6.6% | -61.1% | +67.6% | +6.1% |
| 1Y | +21.3% | -87.2% | +108.5% | +23.1% |
| All | +21.3% | -88.0% | +109.3% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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