+31.6%
TFC vs MSTU
-86.5%
+118.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.6% | +6.5% | -1.7% |
| 7D | +2.2% | +16.1% | -13.9% | +1.4% |
| 30D | -2.5% | +68.7% | -71.1% | -5.5% |
| 3M | +4.5% | -11.0% | +15.5% | +3.5% |
| 6M | +11.0% | -33.4% | +44.3% | +10.2% |
| YTD | +5.9% | -59.5% | +65.4% | +6.1% |
| 1Y | +14.6% | -93.4% | +107.9% | +27.1% |
| All | +31.6% | -86.5% | +118.1% | +23.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling