+46.9%
PBR vs MSFU
-13.0%
+59.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +1.0% | +1.3% |
| 7D | -1.0% | -2.8% | +1.7% | -1.1% |
| 30D | -29.3% | -5.3% | -24.0% | -29.2% |
| 3M | +5.5% | +7.2% | -1.7% | +5.8% |
| 6M | -2.9% | +51.0% | -53.9% | -2.0% |
| YTD | +61.5% | -1.2% | +62.7% | +60.8% |
| 1Y | +46.9% | -10.3% | +57.2% | +46.3% |
| All | +46.9% | -13.0% | +59.8% | +46.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling