+391.9%
TTMI vs MSFU
+88.0%
+303.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.3% | -3.0% |
| 7D | +11.4% | -2.8% | +14.1% | +12.2% |
| 30D | -28.3% | -5.3% | -23.0% | -27.0% |
| 3M | -46.7% | +7.2% | -53.9% | -47.6% |
| 6M | -56.1% | +51.0% | -107.1% | -61.8% |
| YTD | +7.4% | -1.2% | +8.6% | +4.9% |
| 1Y | +17.4% | -10.3% | +27.7% | +19.5% |
| 3Y | +429.1% | +22.2% | +406.9% | +347.1% |
| All | +391.9% | +88.0% | +303.9% | +227.7% |
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