+22.0%
TMUS vs MSFU
+103.9%
-81.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.5% | -1.3% | +4.0% |
| 7D | +5.3% | +14.6% | -9.2% | +5.0% |
| 30D | +13.5% | +2.1% | +11.4% | +13.4% |
| 3M | -4.2% | +14.7% | -18.9% | -4.8% |
| 6M | -11.9% | +55.7% | -67.6% | -13.5% |
| YTD | -15.6% | +7.1% | -22.7% | -15.4% |
| 1Y | -16.8% | -0.5% | -16.3% | -16.2% |
| 3Y | +20.8% | +35.7% | -14.9% | +15.2% |
| All | +22.0% | +103.9% | -81.9% | +12.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling