+76.3%
MSFU vs PL
+248.5%
-172.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.3% | -2.9% | -4.0% |
| 7D | -5.7% | -9.3% | +3.6% | -4.6% |
| 30D | +4.2% | -18.9% | +23.1% | +6.7% |
| 3M | +27.9% | -58.4% | +86.3% | +41.0% |
| 6M | +37.1% | -30.3% | +67.4% | +37.9% |
| YTD | -7.4% | -8.1% | +0.7% | -10.6% |
| 1Y | -19.6% | +180.5% | -200.1% | -35.9% |
| 3Y | +33.2% | +444.1% | -410.9% | -10.3% |
| All | +76.3% | +248.5% | -172.1% | +26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling