+87.3%
MSFU vs PNR
+64.1%
+23.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.6% |
| 7D | -4.9% | -2.3% | -2.6% | -3.9% |
| 30D | -9.1% | +29.3% | -38.3% | -19.1% |
| 3M | +8.7% | +4.1% | +4.6% | +6.6% |
| 6M | +48.3% | -8.6% | +56.9% | +51.7% |
| YTD | -1.6% | -33.6% | +32.0% | +17.9% |
| 1Y | -13.6% | -36.4% | +22.8% | +5.9% |
| 3Y | +20.2% | +15.1% | +5.1% | +0.5% |
| All | +87.3% | +64.1% | +23.2% | +10.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling