+147.5%
TTMI vs MSFU
-20.3%
+167.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.5% |
| 7D | +6.0% | -6.9% | +13.0% | +6.2% |
| 30D | -6.4% | -5.1% | -1.3% | -6.3% |
| 3M | -28.9% | +44.6% | -73.6% | -29.1% |
| 6M | +26.9% | +32.8% | -5.9% | +23.5% |
| YTD | +77.3% | -10.1% | +87.4% | +86.8% |
| 1Y | +147.5% | -19.4% | +166.9% | +179.6% |
| All | +147.5% | -20.3% | +167.8% | +179.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling