+22.2%
TMUS vs MSFU
+20.9%
+1.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.7% |
| 7D | +6.5% | -4.9% | +11.4% | +6.5% |
| 30D | +11.3% | -9.1% | +20.3% | +11.2% |
| 3M | -2.9% | +8.7% | -11.6% | -3.0% |
| 6M | -10.5% | +48.3% | -58.8% | -10.7% |
| YTD | -14.4% | -1.6% | -12.8% | -13.6% |
| 1Y | -17.9% | -13.6% | -4.3% | -16.7% |
| All | +22.2% | +20.9% | +1.3% | +21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling