+299.4%
TPR vs MSFU
+32.9%
+266.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | +0.6% |
| 7D | -2.3% | -5.7% | +3.4% | -1.5% |
| 30D | -23.0% | +4.2% | -27.1% | -23.5% |
| 3M | -12.5% | +27.9% | -40.4% | -16.3% |
| 6M | -21.4% | +37.1% | -58.5% | -26.7% |
| YTD | -3.5% | -7.4% | +3.9% | -3.2% |
| 1Y | +17.4% | -19.6% | +37.0% | +21.8% |
| All | +299.4% | +32.9% | +266.5% | +257.3% |
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