+25.2%
MSFU vs PR
+86.9%
-61.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.3% | -4.5% |
| 7D | +4.0% | -9.5% | +13.5% | +5.5% |
| 30D | -2.3% | -5.7% | +3.4% | -1.7% |
| 3M | +7.1% | +3.0% | +4.1% | +5.8% |
| 6M | +48.9% | +11.8% | +37.1% | +44.2% |
| YTD | +2.4% | +58.5% | -56.0% | -10.7% |
| 1Y | -8.1% | +69.9% | -78.0% | -21.9% |
| 3Y | +25.2% | +84.9% | -59.7% | +5.6% |
| All | +25.2% | +86.9% | -61.7% | +5.6% |
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 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