+46.9%
PM vs MSFU
-2.2%
+49.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +13.5% | -11.9% | +2.1% |
| 7D | +4.3% | +8.2% | -3.9% | +4.6% |
| 30D | +11.5% | +10.2% | +1.3% | +11.9% |
| 3M | +13.0% | +22.9% | -9.9% | +14.0% |
| 6M | +25.9% | +63.2% | -37.3% | +28.4% |
| YTD | +34.0% | +11.7% | +22.3% | +36.9% |
| 1Y | +46.9% | -3.5% | +50.4% | +51.3% |
| All | +46.9% | -2.2% | +49.1% | +51.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling