-22.2%
PFE vs MSFU
+76.3%
-98.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.2% | +2.9% | -1.1% |
| 7D | +1.8% | -5.7% | +7.4% | +2.0% |
| 30D | +10.2% | +4.2% | +6.1% | +10.0% |
| 3M | +12.7% | +27.9% | -15.2% | +10.9% |
| 6M | +10.5% | +37.1% | -26.6% | +8.0% |
| YTD | +20.2% | -7.4% | +27.5% | +19.9% |
| 1Y | +24.1% | -19.6% | +43.7% | +24.9% |
| 3Y | -3.6% | +33.2% | -36.8% | -11.0% |
| All | -22.2% | +76.3% | -98.5% | -32.1% |
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