-26.5%
TMUS vs MSFU
-18.4%
-8.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.2% | +0.7% | -3.5% |
| 7D | +0.1% | -5.7% | +5.8% | 0.0% |
| 30D | +5.3% | +4.2% | +1.1% | +5.4% |
| 3M | +3.1% | +27.9% | -24.8% | +3.4% |
| 6M | -16.5% | +37.1% | -53.6% | -15.5% |
| YTD | -9.2% | -7.4% | -1.8% | -7.9% |
| 1Y | -26.5% | -19.6% | -6.9% | -24.6% |
| All | -26.5% | -18.4% | -8.1% | -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