-77.5%
TTD vs MSFU
+72.2%
-149.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.5% | -1.9% |
| 7D | +1.7% | -3.2% | +4.9% | +3.1% |
| 30D | +1.6% | -3.1% | +4.7% | +2.8% |
| 3M | -27.8% | +35.3% | -63.1% | -38.8% |
| 6M | -52.1% | +31.6% | -83.7% | -59.3% |
| YTD | -63.1% | -9.5% | -53.5% | -63.3% |
| 1Y | -73.1% | -18.4% | -54.6% | -72.1% |
| 3Y | -83.3% | +26.9% | -110.2% | -87.8% |
| All | -77.5% | +72.2% | -149.7% | -87.3% |
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 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