+382.1%
TSEM vs MSFU
+72.2%
+309.8%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.7% |
| 7D | +10.4% | -3.2% | +13.6% | +10.9% |
| 30D | -12.9% | -3.1% | -9.8% | -12.7% |
| 3M | -9.2% | +35.3% | -44.4% | -14.8% |
| 6M | +98.8% | +31.6% | +67.2% | +83.4% |
| YTD | +87.2% | -9.5% | +96.7% | +88.3% |
| 1Y | +239.0% | -18.4% | +257.4% | +250.4% |
| 3Y | +679.5% | +26.9% | +652.6% | +614.3% |
| All | +382.1% | +72.2% | +309.8% | +326.9% |
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