-12.3%
TLT vs MSFU
+70.7%
-83.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.6% |
| 7D | -0.3% | -2.3% | +2.1% | -0.3% |
| 30D | 0.0% | -6.3% | +6.2% | 0.0% |
| 3M | -2.9% | +40.0% | -42.8% | -3.1% |
| 6M | -6.3% | +30.1% | -36.4% | -6.5% |
| YTD | -3.3% | -10.3% | +7.0% | -3.3% |
| 1Y | -4.2% | -19.0% | +14.8% | -4.0% |
| 3Y | -1.7% | +25.8% | -27.5% | -3.3% |
| All | -12.3% | +70.7% | -83.1% | -15.0% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling