+198.0%
PBR vs MSFU
+73.2%
+124.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -2.0% | -0.9% |
| 7D | +5.4% | -1.8% | +7.2% | +5.4% |
| 30D | +22.9% | +0.5% | +22.4% | +22.8% |
| 3M | +19.6% | +51.9% | -32.2% | +17.4% |
| 6M | +16.5% | +35.0% | -18.5% | +14.8% |
| YTD | +86.7% | -9.0% | +95.7% | +87.2% |
| 1Y | +74.7% | -18.8% | +93.5% | +76.4% |
| 3Y | +102.6% | +25.5% | +77.1% | +97.5% |
| All | +198.0% | +73.2% | +124.8% | +218.8% |
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