+223.7%
TSEM vs MSFU
+95.0%
+128.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.3% | +1.3% | -2.2% |
| 7D | -9.5% | +4.0% | -13.5% | -10.3% |
| 30D | -35.5% | -2.3% | -33.1% | -35.1% |
| 3M | -41.6% | +7.1% | -48.7% | -42.4% |
| 6M | -30.1% | +48.9% | -79.0% | -36.0% |
| YTD | +25.7% | +2.4% | +23.3% | +23.8% |
| 1Y | +50.5% | -8.1% | +58.6% | +52.7% |
| 3Y | +501.7% | +25.2% | +476.5% | +449.1% |
| All | +223.7% | +95.0% | +128.7% | +180.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling