+63.2%
MSFU vs PR
+2.9%
+60.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | -6.5% | +20.0% | +12.3% |
| 7D | +8.2% | -12.1% | +20.3% | +6.8% |
| 30D | +10.2% | +0.9% | +9.3% | +10.6% |
| 3M | +22.9% | +10.1% | +12.8% | +24.0% |
| 6M | +63.2% | +1.1% | +62.1% | +69.7% |
| All | +63.2% | +2.9% | +60.3% | +69.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling