+901.9%
TTMI vs MSFU
+29.4%
+872.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.3% | +5.3% | +3.5% |
| 7D | +12.2% | -3.2% | +15.3% | +12.7% |
| 30D | -5.7% | -3.1% | -2.6% | -5.5% |
| 3M | -27.5% | +35.3% | -62.8% | -33.1% |
| 6M | +47.1% | +31.6% | +15.6% | +32.5% |
| YTD | +87.5% | -9.5% | +97.0% | +89.7% |
| 1Y | +175.2% | -18.4% | +193.6% | +189.9% |
| 3Y | +901.9% | +26.9% | +875.0% | +726.3% |
| All | +901.9% | +29.4% | +872.6% | +726.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling