-5.8%
MSFU vs PL
-3.5%
-2.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +10.4% | -12.2% | -2.8% |
| 7D | +2.5% | -6.8% | +9.3% | +3.0% |
| 30D | -1.3% | -29.3% | +28.0% | +1.5% |
| 3M | +8.6% | -44.8% | +53.4% | +13.8% |
| 6M | +48.4% | -68.4% | +116.8% | +60.8% |
| YTD | +1.6% | -36.4% | +37.9% | 0.0% |
| 1Y | -5.8% | +0.7% | -6.5% | -11.9% |
| All | -5.8% | -3.5% | -2.2% | -11.9% |
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