+84.4%
TSM vs MSFU
-18.4%
+102.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.2% | +7.0% | +3.3% |
| 7D | +2.7% | -5.7% | +8.4% | +3.3% |
| 30D | +3.6% | +4.2% | -0.6% | +3.0% |
| 3M | -3.4% | +27.9% | -31.3% | -6.0% |
| 6M | +20.6% | +37.1% | -16.5% | +15.1% |
| YTD | +41.9% | -7.4% | +49.2% | +42.2% |
| 1Y | +84.4% | -19.6% | +104.0% | +96.6% |
| All | +84.4% | -18.4% | +102.8% | +96.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling