+9.2%
TGT vs MSFU
+88.0%
-78.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.3% |
| 7D | +2.6% | -2.8% | +5.4% | +2.9% |
| 30D | +4.7% | -5.3% | +10.0% | +5.1% |
| 3M | +4.6% | +7.2% | -2.7% | +3.5% |
| 6M | +34.9% | +51.0% | -16.1% | +27.9% |
| YTD | +70.9% | -1.2% | +72.2% | +69.3% |
| 1Y | +84.4% | -10.3% | +94.7% | +85.0% |
| 3Y | +69.1% | +22.2% | +46.9% | +54.2% |
| All | +9.2% | +88.0% | -78.8% | -11.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling