+28.6%
TFC vs MSTU
-89.5%
+118.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.9% |
| 7D | +1.2% | -4.3% | +5.5% | +1.3% |
| 30D | +8.3% | -34.6% | +42.9% | +9.9% |
| 3M | -5.2% | +39.0% | -44.2% | -8.2% |
| 6M | -0.8% | -70.5% | +69.7% | +2.6% |
| YTD | +3.4% | -68.6% | +72.1% | +3.9% |
| 1Y | +17.0% | -88.6% | +105.6% | +24.4% |
| All | +28.6% | -89.5% | +118.1% | +20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling