-10.3%
MSFU vs PL
+12.6%
-22.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.4% |
| 7D | -2.8% | +10.0% | -12.8% | -3.7% |
| 30D | -5.3% | -2.3% | -3.0% | -5.3% |
| 3M | +7.2% | -44.2% | +51.4% | +12.0% |
| 6M | +51.0% | -66.1% | +117.1% | +62.3% |
| YTD | -1.2% | -30.0% | +28.7% | -3.7% |
| 1Y | -10.3% | +21.0% | -31.4% | -16.9% |
| All | -10.3% | +12.6% | -22.9% | -16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling