+19.3%
TPR vs MSFU
-2.2%
+21.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +13.5% | -9.9% | +3.2% |
| 7D | +12.6% | +8.2% | +4.5% | +12.3% |
| 30D | +7.1% | +10.2% | -3.0% | +6.8% |
| 3M | -19.4% | +22.9% | -42.2% | -19.8% |
| 6M | -9.7% | +63.2% | -72.9% | -11.6% |
| YTD | -1.0% | +11.7% | -12.7% | -2.0% |
| 1Y | +19.3% | -3.5% | +22.8% | +20.8% |
| All | +19.3% | -2.2% | +21.5% | +20.8% |
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