+76.3%
MSFU vs PCOR
+7.6%
+68.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.3% | +0.1% | -2.1% |
| 7D | -5.7% | -9.0% | +3.3% | -1.3% |
| 30D | +4.2% | +4.2% | 0.0% | +1.9% |
| 3M | +27.9% | +14.4% | +13.5% | +20.3% |
| 6M | +37.1% | +0.2% | +36.9% | +35.4% |
| YTD | -7.4% | -20.3% | +12.9% | +0.3% |
| 1Y | -19.6% | -16.1% | -3.5% | -15.7% |
| 3Y | +33.2% | -14.7% | +47.9% | +32.1% |
| All | +76.3% | +7.6% | +68.7% | +49.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling