+337.9%
TPR vs MSFU
+95.0%
+242.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | +0.4% |
| 7D | +12.1% | +4.0% | +8.0% | +11.0% |
| 30D | +16.7% | -2.3% | +19.0% | +16.6% |
| 3M | -17.4% | +7.1% | -24.5% | -19.0% |
| 6M | +2.3% | +48.9% | -46.6% | -6.9% |
| YTD | +7.1% | +2.4% | +4.7% | +4.2% |
| 1Y | +29.5% | -8.1% | +37.6% | +29.3% |
| 3Y | +415.0% | +25.2% | +389.9% | +351.4% |
| All | +337.9% | +95.0% | +242.9% | +233.8% |
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 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