+174.9%
TT vs MSFU
+87.3%
+87.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | +8.1% | -4.9% | +13.0% | +8.7% |
| 30D | -11.3% | -9.1% | -2.2% | -10.4% |
| 3M | -11.2% | +8.7% | -19.9% | -12.3% |
| 6M | -8.9% | +48.3% | -57.2% | -14.4% |
| YTD | +9.7% | -1.6% | +11.3% | +9.6% |
| 1Y | +1.3% | -13.6% | +14.8% | +4.4% |
| 3Y | +93.4% | +20.2% | +73.1% | +74.7% |
| All | +174.9% | +87.3% | +87.6% | +117.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling