+75.2%
TXN vs MSFU
+71.2%
+4.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.1% |
| 7D | +2.0% | -6.9% | +8.9% | +2.9% |
| 30D | -8.0% | -5.1% | -2.8% | -7.4% |
| 3M | -7.8% | +44.6% | -52.4% | -13.5% |
| 6M | +32.4% | +32.8% | -0.4% | +23.4% |
| YTD | +51.7% | -10.1% | +61.8% | +53.9% |
| 1Y | +44.3% | -19.4% | +63.7% | +49.9% |
| 3Y | +71.3% | +26.2% | +45.1% | +43.5% |
| All | +75.2% | +71.2% | +4.0% | +29.8% |
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