+267.4%
PANW vs MSFU
+73.2%
+194.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.5% | -2.7% |
| 7D | -0.8% | -1.8% | +1.0% | -0.2% |
| 30D | -14.6% | +0.5% | -15.0% | -14.8% |
| 3M | +18.3% | +51.9% | -33.6% | +0.2% |
| 6M | +100.5% | +35.0% | +65.5% | +76.2% |
| YTD | +79.5% | -9.0% | +88.5% | +79.0% |
| 1Y | +66.7% | -18.8% | +85.5% | +72.1% |
| 3Y | +161.2% | +25.5% | +135.7% | +116.4% |
| All | +267.4% | +73.2% | +194.2% | +165.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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