+74.7%
PBR vs MSFU
-19.1%
+93.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -2.0% | -0.8% |
| 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% | +19.7% |
| 6M | +16.5% | +35.0% | -18.5% | +17.3% |
| YTD | +86.7% | -9.0% | +95.7% | +87.2% |
| 1Y | +74.7% | -18.8% | +93.5% | +78.9% |
| All | +74.7% | -19.1% | +93.8% | +78.9% |
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