+93.3%
MSFU vs PL
+141.3%
-48.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +10.4% | -12.2% | -3.2% |
| 7D | +2.5% | -6.8% | +9.3% | +3.2% |
| 30D | -1.3% | -29.3% | +28.0% | +2.8% |
| 3M | +8.6% | -44.8% | +53.4% | +16.3% |
| 6M | +48.4% | -68.4% | +116.8% | +67.5% |
| YTD | +1.6% | -36.4% | +37.9% | +2.2% |
| 1Y | -5.8% | +0.7% | -6.5% | -12.0% |
| 3Y | +30.9% | +455.3% | -424.4% | -13.5% |
| All | +93.3% | +141.3% | -48.0% | +44.3% |
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