+327.5%
TPR vs MSFU
+88.0%
+239.5%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.2% |
| 7D | -0.3% | -2.8% | +2.5% | +0.1% |
| 30D | +15.1% | -5.3% | +20.4% | +15.6% |
| 3M | +3.5% | +7.2% | -3.7% | +1.5% |
| 6M | +0.4% | +51.0% | -50.5% | -8.9% |
| YTD | +4.6% | -1.2% | +5.8% | +2.3% |
| 1Y | +33.1% | -10.3% | +43.4% | +33.3% |
| 3Y | +396.0% | +22.2% | +373.8% | +335.7% |
| All | +327.5% | +88.0% | +239.5% | +227.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling