+190.4%
TT vs MSFU
+76.3%
+114.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.2% | +4.8% | +1.1% |
| 7D | -0.2% | -5.7% | +5.5% | +0.4% |
| 30D | -7.4% | +4.2% | -11.6% | -7.9% |
| 3M | -3.2% | +27.9% | -31.1% | -6.3% |
| 6M | +1.1% | +37.1% | -36.0% | -4.4% |
| YTD | +15.6% | -7.4% | +23.0% | +16.6% |
| 1Y | +9.2% | -19.6% | +28.8% | +13.3% |
| 3Y | +124.4% | +33.2% | +91.2% | +96.4% |
| All | +190.4% | +76.3% | +114.1% | +131.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling