+35.3%
TGT vs MSFU
+43.5%
-8.2%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.1% |
| 7D | +2.6% | -4.9% | +7.5% | +2.7% |
| 30D | +6.6% | -9.1% | +15.7% | +6.9% |
| 3M | +5.2% | +8.7% | -3.5% | +5.2% |
| 6M | +35.3% | +48.3% | -13.0% | +33.8% |
| All | +35.3% | +43.5% | -8.2% | +33.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling