+421.8%
TPR vs MSFU
+35.1%
+386.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -7.4% | +14.4% | +8.0% |
| 7D | +13.9% | +1.0% | +12.8% | +13.4% |
| 30D | +14.9% | +0.6% | +14.3% | +14.4% |
| 3M | -15.4% | +16.4% | -31.8% | -17.7% |
| 6M | -4.5% | +53.0% | -57.5% | -12.0% |
| YTD | +6.0% | +3.5% | +2.5% | +4.4% |
| 1Y | +24.3% | -7.8% | +32.2% | +26.1% |
| All | +421.8% | +35.1% | +386.7% | +406.4% |
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