-18.5%
PFE vs MSFU
+95.0%
-113.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.3% | +4.8% | +0.6% |
| 7D | -0.7% | +4.0% | -4.8% | -0.9% |
| 30D | +5.3% | -2.3% | +7.7% | +5.4% |
| 3M | +10.1% | +7.1% | +3.0% | +9.6% |
| 6M | +18.0% | +48.9% | -30.9% | +15.0% |
| YTD | +25.8% | +2.4% | +23.4% | +24.8% |
| 1Y | +28.4% | -8.1% | +36.5% | +28.3% |
| 3Y | +20.9% | +25.2% | -4.3% | +13.6% |
| All | -18.5% | +95.0% | -113.6% | -29.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling