+194.2%
PBR vs MSFU
+70.7%
+123.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.5% |
| 7D | +0.3% | -2.3% | +2.7% | +0.4% |
| 30D | +17.5% | -6.3% | +23.8% | +17.8% |
| 3M | +20.9% | +40.0% | -19.1% | +19.1% |
| 6M | +20.2% | +30.1% | -9.8% | +18.7% |
| YTD | +84.3% | -10.3% | +94.6% | +84.9% |
| 1Y | +77.1% | -19.0% | +96.1% | +78.7% |
| 3Y | +100.8% | +25.8% | +75.0% | +95.9% |
| All | +194.2% | +70.7% | +123.5% | +214.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling