+71.9%
TXN vs MSFU
+24.2%
+47.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.1% |
| 7D | +2.7% | -2.3% | +5.0% | +2.8% |
| 30D | -6.7% | -6.3% | -0.5% | -6.3% |
| 3M | -8.9% | +40.0% | -48.9% | -11.6% |
| 6M | +34.7% | +30.1% | +4.6% | +29.6% |
| YTD | +53.3% | -10.3% | +63.6% | +58.0% |
| 1Y | +45.0% | -19.0% | +64.1% | +52.3% |
| All | +71.9% | +24.2% | +47.7% | +53.9% |
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