+95.0%
MSFU vs PL
+174.4%
-79.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -4.3% |
| 7D | +4.0% | +5.6% | -1.6% | +3.1% |
| 30D | -2.3% | -16.9% | +14.6% | -0.4% |
| 3M | +7.1% | -38.2% | +45.3% | +13.0% |
| 6M | +48.9% | -63.4% | +112.4% | +65.3% |
| YTD | +2.4% | -27.6% | +30.1% | +1.3% |
| 1Y | -8.1% | +6.6% | -14.7% | -14.7% |
| 3Y | +25.2% | +557.6% | -532.4% | -19.2% |
| All | +95.0% | +174.4% | -79.4% | +43.1% |
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