+150.5%
PBR vs MSFU
+85.8%
+64.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.8% | +2.2% | -2.4% |
| 7D | -9.1% | -12.7% | +3.5% | -8.8% |
| 30D | -29.9% | -9.0% | -20.9% | -29.7% |
| 3M | +2.3% | +2.9% | -0.6% | +2.1% |
| 6M | -10.9% | +43.5% | -54.5% | -12.4% |
| YTD | +56.9% | -2.4% | +59.3% | +56.9% |
| 1Y | +38.0% | -13.5% | +51.5% | +39.0% |
| 3Y | +64.8% | +19.2% | +45.6% | +60.1% |
| All | +150.5% | +85.8% | +64.7% | +167.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling