-79.2%
TTD vs MSFU
+93.3%
-172.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.7% |
| 7D | +5.2% | +2.5% | +2.7% | +3.6% |
| 30D | +6.9% | -1.3% | +8.2% | +6.7% |
| 3M | -26.8% | +8.6% | -35.5% | -30.1% |
| 6M | -46.1% | +48.4% | -94.5% | -56.6% |
| YTD | -65.9% | +1.6% | -67.5% | -68.1% |
| 1Y | -71.8% | -5.8% | -66.1% | -72.7% |
| 3Y | -83.3% | +30.9% | -114.2% | -87.9% |
| All | -79.2% | +93.3% | -172.6% | -88.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling