+119.6%
PM vs MSFU
+32.9%
+86.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.2% | +2.2% | -2.0% |
| 7D | -4.9% | -5.7% | +0.8% | -4.9% |
| 30D | -3.4% | +4.2% | -7.6% | -3.3% |
| 3M | +5.2% | +27.9% | -22.7% | +5.5% |
| 6M | +3.7% | +37.1% | -33.4% | +3.9% |
| YTD | +15.8% | -7.4% | +23.1% | +16.7% |
| 1Y | +17.4% | -19.6% | +37.0% | +18.6% |
| All | +119.6% | +32.9% | +86.7% | +112.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling