+46.8%
TGT vs MSFU
+29.4%
+17.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.3% | -0.9% |
| 7D | -0.6% | -3.2% | +2.5% | -0.4% |
| 30D | +9.5% | -3.1% | +12.7% | +9.7% |
| 3M | +32.3% | +35.3% | -3.0% | +29.3% |
| 6M | +37.0% | +31.6% | +5.4% | +33.5% |
| YTD | +71.0% | -9.5% | +80.6% | +71.5% |
| 1Y | +85.0% | -18.4% | +103.4% | +87.5% |
| 3Y | +46.8% | +26.9% | +19.9% | +37.1% |
| All | +46.8% | +29.4% | +17.4% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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