+175.4%
TT vs MSFU
+85.8%
+89.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.8% | +5.7% | +1.5% |
| 7D | +3.5% | -12.7% | +16.2% | +5.2% |
| 30D | -11.0% | -9.0% | -2.0% | -10.2% |
| 3M | -12.0% | +2.9% | -14.9% | -12.6% |
| 6M | -10.4% | +43.5% | -54.0% | -15.3% |
| YTD | +9.9% | -2.4% | +12.4% | +9.9% |
| 1Y | +1.5% | -13.5% | +15.0% | +4.4% |
| 3Y | +93.7% | +19.2% | +74.5% | +75.2% |
| All | +175.4% | +85.8% | +89.7% | +117.8% |
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