+70.7%
MSFU vs PSKY
-50.7%
+121.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.4% | +4.5% | -0.4% |
| 7D | -2.3% | -6.8% | +4.5% | -1.7% |
| 30D | -6.3% | +10.2% | -16.5% | -7.2% |
| 3M | +40.0% | +0.3% | +39.7% | +39.9% |
| 6M | +30.1% | -7.8% | +37.9% | +30.9% |
| YTD | -10.3% | -23.0% | +12.6% | -8.8% |
| 1Y | -19.0% | -31.6% | +12.6% | -16.9% |
| 3Y | +25.8% | -21.3% | +47.1% | +23.1% |
| All | +70.7% | -50.7% | +121.4% | +82.9% |
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