-11.7%
TLT vs MSFU
+103.9%
-115.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.5% | -5.4% | 0.0% |
| 7D | +0.3% | +14.6% | -14.3% | +0.2% |
| 30D | +5.1% | +2.1% | +3.0% | +5.1% |
| 3M | -0.2% | +14.7% | -14.8% | -0.3% |
| 6M | -2.9% | +55.7% | -58.6% | -3.3% |
| YTD | -2.7% | +7.1% | -9.8% | -2.8% |
| 1Y | -4.6% | -0.5% | -4.1% | -4.6% |
| 3Y | +6.1% | +35.7% | -29.7% | +4.6% |
| All | -11.7% | +103.9% | -115.6% | -14.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling