+337.7%
TSM vs MSFU
+20.9%
+316.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.1% |
| 7D | +14.8% | -4.9% | +19.8% | +16.2% |
| 30D | -8.9% | -9.1% | +0.2% | -6.9% |
| 3M | -5.3% | +8.7% | -13.9% | -8.2% |
| 6M | +2.6% | +48.3% | -45.7% | -11.4% |
| YTD | +34.5% | -1.6% | +36.1% | +32.1% |
| 1Y | +41.0% | -13.6% | +54.6% | +46.4% |
| All | +337.7% | +20.9% | +316.8% | +276.9% |
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 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