+71.2%
MSFU vs PNR
+36.0%
+35.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.9% |
| 7D | -6.9% | -5.5% | -1.5% | -4.5% |
| 30D | -5.1% | -15.6% | +10.4% | +2.5% |
| 3M | +44.6% | -20.2% | +64.8% | +57.6% |
| 6M | +32.8% | -36.6% | +69.4% | +61.7% |
| YTD | -10.1% | -45.0% | +34.9% | +17.6% |
| 1Y | -19.4% | -47.4% | +28.1% | +7.8% |
| 3Y | +26.2% | -13.7% | +39.9% | +22.9% |
| All | +71.2% | +36.0% | +35.2% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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