+10.6%
TMO vs MSFU
+72.2%
-61.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.6% | -1.4% |
| 7D | +0.4% | -3.2% | +3.6% | +0.8% |
| 30D | +1.5% | -3.1% | +4.7% | +1.9% |
| 3M | +28.5% | +35.3% | -6.7% | +22.2% |
| 6M | +20.4% | +31.6% | -11.2% | +14.4% |
| YTD | +4.3% | -9.5% | +13.8% | +4.2% |
| 1Y | +24.1% | -18.4% | +42.5% | +25.6% |
| 3Y | +17.5% | +26.9% | -9.5% | +2.6% |
| All | +10.6% | +72.2% | -61.6% | -15.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling