+88.0%
MSFU vs PL
+165.6%
-77.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | -2.8% | +10.0% | -12.8% | -4.0% |
| 30D | -5.3% | -2.3% | -3.0% | -5.3% |
| 3M | +7.2% | -44.2% | +51.4% | +14.6% |
| 6M | +51.0% | -66.1% | +117.1% | +69.3% |
| YTD | -1.2% | -30.0% | +28.7% | -1.9% |
| 1Y | -10.3% | +21.0% | -31.4% | -18.3% |
| 3Y | +22.2% | +516.5% | -494.3% | -20.4% |
| All | +88.0% | +165.6% | -77.6% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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