+90.2%
TT vs MSFU
+32.6%
+57.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.9% | +4.2% | +2.5% |
| 7D | -2.0% | +2.5% | -4.5% | -2.3% |
| 30D | -14.0% | -1.3% | -12.7% | -14.0% |
| 3M | -15.9% | +8.6% | -24.5% | -16.6% |
| 6M | -17.3% | +48.4% | -65.7% | -20.3% |
| YTD | +4.0% | +1.6% | +2.4% | +5.4% |
| 1Y | -7.1% | -5.8% | -1.3% | -4.2% |
| 3Y | +90.2% | +30.9% | +59.3% | +74.4% |
| All | +90.2% | +32.6% | +57.6% | +74.4% |
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