+14.0%
TFC vs MSTU
-90.8%
+104.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -12.9% | +12.2% | -0.6% |
| 7D | +0.1% | -23.0% | +23.1% | +0.4% |
| 30D | +8.6% | -47.7% | +56.3% | +9.4% |
| 3M | -4.3% | +12.5% | -16.8% | -4.6% |
| 6M | +5.4% | -76.1% | +81.5% | +7.9% |
| YTD | +4.5% | -75.5% | +80.0% | +4.6% |
| 1Y | +14.0% | -90.1% | +104.1% | +14.9% |
| All | +14.0% | -90.8% | +104.8% | +14.9% |
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