-4.6%
TLT vs MSFU
-1.7%
-2.9%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.5% | -5.4% | 0.0% |
| 7D | +0.3% | +14.6% | -14.3% | +0.3% |
| 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% | -2.8% |
| YTD | -2.7% | +7.1% | -9.8% | -2.7% |
| All | -4.6% | -1.7% | -2.9% | -4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling