+328.8%
TPR vs MSFU
+93.3%
+235.5%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.8% | -0.7% |
| 7D | +14.2% | +2.5% | +11.7% | +13.3% |
| 30D | +17.1% | -1.3% | +18.4% | +16.8% |
| 3M | -17.7% | +8.6% | -26.4% | -19.5% |
| 6M | -10.2% | +48.4% | -58.6% | -18.3% |
| YTD | +4.9% | +1.6% | +3.3% | +2.2% |
| 1Y | +36.1% | -5.8% | +41.9% | +34.9% |
| 3Y | +416.5% | +30.9% | +385.5% | +346.6% |
| All | +328.8% | +93.3% | +235.5% | +227.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling