-13.5%
MSFU vs PR
+73.4%
-86.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.8% | -7.5% | -4.1% |
| 7D | -12.7% | -0.5% | -12.2% | -12.7% |
| 30D | -9.0% | -4.6% | -4.4% | -9.6% |
| 3M | +2.9% | +4.7% | -1.8% | +5.0% |
| 6M | +43.5% | +12.4% | +31.1% | +49.3% |
| YTD | -2.4% | +62.9% | -65.3% | +19.9% |
| 1Y | -13.5% | +70.6% | -84.1% | +8.6% |
| All | -13.5% | +73.4% | -86.9% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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