+94.7%
MSFU vs PSKY
-66.5%
+161.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.8% | +0.9% | -2.7% |
| 7D | -2.5% | -24.6% | +22.1% | +3.8% |
| 30D | +8.1% | -36.1% | +44.2% | +19.6% |
| 3M | -8.2% | -53.8% | +45.6% | +14.0% |
| 6M | -8.2% | -53.8% | +45.6% | +14.0% |
| YTD | -8.2% | -53.8% | +45.6% | +14.0% |
| 1Y | -11.1% | -58.4% | +47.2% | +11.4% |
| 3Y | +45.6% | -40.7% | +86.3% | +68.7% |
| All | +94.7% | -66.5% | +161.2% | +152.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 10y: compounded portfolio wealth divided by compounded PSKY 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…
10y analysis · Full analysis span regression · 6 months rolling