+97.0%
MSFU vs PR
+226.5%
-129.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -4.9% | -2.5% | -6.5% |
| 7D | +1.0% | -16.5% | +17.6% | +4.2% |
| 30D | +0.6% | -4.5% | +5.1% | +1.1% |
| 3M | +16.4% | +8.5% | +7.8% | +13.8% |
| 6M | +53.0% | -3.3% | +56.3% | +52.5% |
| YTD | +3.5% | +55.7% | -52.2% | -8.1% |
| 1Y | -7.8% | +82.0% | -89.9% | -21.7% |
| 3Y | +35.6% | +62.5% | -26.9% | +14.9% |
| All | +97.0% | +226.5% | -129.5% | +25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling