+432.7%
TSM vs MSFU
+88.0%
+344.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.0% | -1.8% |
| 7D | +6.2% | -2.8% | +9.0% | +6.9% |
| 30D | -7.3% | -5.3% | -2.0% | -6.2% |
| 3M | -7.1% | +7.2% | -14.4% | -10.0% |
| 6M | +0.2% | +51.0% | -50.8% | -15.6% |
| YTD | +32.2% | -1.2% | +33.5% | +27.3% |
| 1Y | +42.8% | -10.3% | +53.1% | +42.8% |
| 3Y | +330.4% | +22.2% | +308.2% | +258.3% |
| All | +432.7% | +88.0% | +344.6% | +257.5% |
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