+171.0%
TT vs MSFU
+88.0%
+83.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | +4.0% | -2.8% | +6.8% | +4.4% |
| 30D | -11.3% | -5.3% | -6.0% | -10.9% |
| 3M | -12.3% | +7.2% | -19.5% | -13.3% |
| 6M | -10.8% | +51.0% | -61.8% | -16.4% |
| YTD | +8.2% | -1.2% | +9.4% | +8.0% |
| 1Y | +1.5% | -10.3% | +11.8% | +3.6% |
| 3Y | +91.5% | +22.2% | +69.2% | +72.4% |
| All | +171.0% | +88.0% | +83.0% | +113.9% |
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 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