+94.6%
TT vs MSFU
+19.9%
+74.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.8% | +5.7% | +1.4% |
| 7D | +3.5% | -12.7% | +16.2% | +4.6% |
| 30D | -11.0% | -9.0% | -2.0% | -10.4% |
| 3M | -12.0% | +2.9% | -14.9% | -12.4% |
| 6M | -10.4% | +43.5% | -54.0% | -13.4% |
| YTD | +9.9% | -2.4% | +12.4% | +11.9% |
| 1Y | +1.5% | -13.5% | +15.0% | +6.4% |
| All | +94.6% | +19.9% | +74.7% | +82.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling