+14.8%
TFC vs MSTU
-89.5%
+104.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | 0.0% |
| 7D | -1.2% | -27.7% | +26.5% | -0.8% |
| 30D | +7.8% | -40.3% | +48.0% | +8.3% |
| 3M | -3.0% | +26.4% | -29.4% | -3.3% |
| 6M | +5.8% | -75.7% | +81.5% | +8.3% |
| YTD | +5.3% | -71.9% | +77.1% | +5.2% |
| All | +14.8% | -89.5% | +104.3% | +15.5% |
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