+34.5%
TFC vs MSTU
-85.2%
+119.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.2% | +0.2% |
| 7D | +2.4% | +21.3% | -18.9% | +1.3% |
| 30D | -1.3% | +90.8% | -92.1% | -4.9% |
| 3M | +6.1% | -6.8% | +12.8% | +4.8% |
| 6M | +7.3% | -39.8% | +47.2% | +7.2% |
| YTD | +8.2% | -55.7% | +63.9% | +7.9% |
| 1Y | +14.4% | -92.7% | +107.1% | +26.4% |
| All | +34.5% | -85.2% | +119.7% | +25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling