+725.0%
TTMI vs MSFU
+70.7%
+654.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -3.1% | -3.7% |
| 7D | +7.5% | -2.3% | +9.8% | +7.9% |
| 30D | -4.5% | -6.3% | +1.8% | -3.3% |
| 3M | -28.5% | +40.0% | -68.5% | -35.8% |
| 6M | +28.4% | +30.1% | -1.7% | +14.3% |
| YTD | +80.1% | -10.3% | +90.4% | +79.7% |
| 1Y | +161.0% | -19.0% | +180.1% | +170.7% |
| 3Y | +862.4% | +25.8% | +836.6% | +690.8% |
| All | +725.0% | +70.7% | +654.3% | +461.3% |
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