+99.9%
PBR vs MSFU
+29.4%
+70.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.3% | +5.8% | +3.6% |
| 7D | +2.5% | -3.2% | +5.6% | +2.6% |
| 30D | +19.4% | -3.1% | +22.5% | +19.5% |
| 3M | +20.8% | +35.3% | -14.5% | +18.5% |
| 6M | +23.5% | +31.6% | -8.1% | +21.2% |
| YTD | +83.4% | -9.5% | +92.9% | +84.9% |
| 1Y | +77.6% | -18.4% | +96.0% | +80.6% |
| 3Y | +99.9% | +26.9% | +72.9% | +86.9% |
| All | +99.9% | +29.4% | +70.5% | +86.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling