+25.8%
TMO vs MSFU
-18.4%
+44.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.4% | -0.5% |
| 7D | -1.4% | -5.7% | +4.3% | -1.0% |
| 30D | +6.2% | +4.2% | +2.0% | +5.9% |
| 3M | +27.5% | +27.9% | -0.4% | +25.7% |
| 6M | +20.0% | +37.1% | -17.2% | +16.7% |
| YTD | +6.1% | -7.4% | +13.5% | +4.5% |
| 1Y | +25.8% | -19.6% | +45.5% | +24.6% |
| All | +25.8% | -18.4% | +44.3% | +24.6% |
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 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