+416.5%
TPR vs MSFU
+32.6%
+383.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.8% | -0.8% |
| 7D | +14.2% | +2.5% | +11.7% | +13.5% |
| 30D | +17.1% | -1.3% | +18.4% | +16.8% |
| 3M | -17.7% | +8.6% | -26.4% | -19.2% |
| 6M | -10.2% | +48.4% | -58.6% | -16.9% |
| YTD | +4.9% | +1.6% | +3.3% | +3.6% |
| 1Y | +36.1% | -5.8% | +41.9% | +36.7% |
| 3Y | +416.5% | +30.9% | +385.5% | +402.4% |
| All | +416.5% | +32.6% | +383.8% | +402.4% |
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