+93.3%
MSFU vs PCOR
+39.8%
+53.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.7% |
| 7D | +2.5% | +22.7% | -20.3% | -7.3% |
| 30D | -1.3% | +37.5% | -38.8% | -15.6% |
| 3M | +8.6% | +35.2% | -26.5% | -6.8% |
| 6M | +48.4% | +42.2% | +6.2% | +24.7% |
| YTD | +1.6% | +3.6% | -2.0% | -3.6% |
| 1Y | -5.8% | -4.8% | -1.0% | -7.6% |
| 3Y | +30.9% | +48.3% | -17.4% | +1.4% |
| All | +93.3% | +39.8% | +53.6% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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