-6.5%
TSCO vs MSFU
+70.7%
-77.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.8% | -3.6% |
| 7D | -2.5% | -2.3% | -0.1% | -2.2% |
| 30D | -1.1% | -6.3% | +5.1% | -0.5% |
| 3M | +14.3% | +40.0% | -25.7% | +8.9% |
| 6M | -31.9% | +30.1% | -62.0% | -34.7% |
| YTD | -30.7% | -10.3% | -20.4% | -30.0% |
| 1Y | -41.1% | -19.0% | -22.0% | -39.8% |
| 3Y | -17.1% | +25.8% | -42.9% | -24.4% |
| All | -6.5% | +70.7% | -77.2% | -21.0% |
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