-17.3%
TSCO vs MSFU
+24.2%
-41.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.8% | -3.6% |
| 7D | -2.5% | -2.3% | -0.1% | -2.3% |
| 30D | -1.1% | -6.3% | +5.1% | -0.6% |
| 3M | +14.3% | +40.0% | -25.7% | +9.9% |
| 6M | -31.9% | +30.1% | -62.0% | -34.1% |
| YTD | -30.7% | -10.3% | -20.4% | -29.6% |
| 1Y | -41.1% | -19.0% | -22.0% | -39.5% |
| All | -17.3% | +24.2% | -41.4% | -25.7% |
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