+85.8%
MSFU vs PCOR
+43.8%
+41.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.7% | -6.4% | -5.6% |
| 7D | -12.7% | +2.5% | -15.2% | -13.7% |
| 30D | -9.0% | +37.9% | -46.9% | -22.3% |
| 3M | +2.9% | +32.0% | -29.0% | -10.7% |
| 6M | +43.5% | +54.7% | -11.2% | +16.2% |
| YTD | -2.4% | +6.6% | -9.0% | -8.6% |
| 1Y | -13.5% | -1.7% | -11.8% | -16.5% |
| 3Y | +19.2% | +49.0% | -29.7% | -7.9% |
| All | +85.8% | +43.8% | +41.9% | +36.3% |
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