+30.2%
MSFU vs PR
+73.2%
-43.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.6% | -2.6% | -3.9% |
| 7D | -5.7% | +2.9% | -8.6% | -6.2% |
| 30D | +4.2% | +18.0% | -13.9% | +1.0% |
| 3M | +27.9% | +16.9% | +11.0% | +23.9% |
| 6M | +37.1% | +28.2% | +8.9% | +29.1% |
| YTD | -7.4% | +69.3% | -76.7% | -18.8% |
| 1Y | -19.6% | +69.5% | -89.1% | -29.9% |
| All | +30.2% | +73.2% | -43.0% | +6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling