+471.4%
TSM vs MSFU
+76.3%
+395.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.2% | +7.0% | +4.1% |
| 7D | +2.7% | -5.7% | +8.4% | +4.4% |
| 30D | +3.6% | +4.2% | -0.6% | +1.8% |
| 3M | -3.4% | +27.9% | -31.3% | -12.4% |
| 6M | +20.6% | +37.1% | -16.5% | +4.5% |
| YTD | +41.9% | -7.4% | +49.2% | +40.3% |
| 1Y | +84.4% | -19.6% | +104.0% | +92.3% |
| 3Y | +380.2% | +33.2% | +347.0% | +285.1% |
| All | +471.4% | +76.3% | +395.1% | +293.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling