+25.4%
TMO vs MSFU
-2.2%
+27.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +13.5% | -12.4% | +0.1% |
| 7D | +0.3% | +8.2% | -7.9% | -0.4% |
| 30D | +4.3% | +10.2% | -5.8% | +3.4% |
| 3M | +25.1% | +22.9% | +2.2% | +23.0% |
| 6M | +52.9% | +63.2% | -10.3% | +47.4% |
| YTD | +22.2% | +11.7% | +10.5% | +18.1% |
| 1Y | +25.4% | -3.5% | +28.9% | +20.8% |
| All | +25.4% | -2.2% | +27.6% | +20.8% |
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 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