+129.6%
TT vs MSFU
+32.9%
+96.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.2% | +5.0% | +1.2% |
| 7D | 0.0% | -5.7% | +5.7% | +0.5% |
| 30D | -7.2% | +4.2% | -11.3% | -7.6% |
| 3M | -3.0% | +27.9% | -30.9% | -4.7% |
| 6M | +1.4% | +37.1% | -35.8% | -2.6% |
| YTD | +15.9% | -7.4% | +23.3% | +18.4% |
| 1Y | +9.4% | -19.6% | +29.0% | +15.1% |
| All | +129.6% | +32.9% | +96.7% | +96.8% |
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 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