+153.0%
PM vs MSFU
+93.3%
+59.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.8% |
| 7D | -5.2% | +2.5% | -7.7% | -5.2% |
| 30D | +2.7% | -1.3% | +4.0% | +2.7% |
| 3M | +6.1% | +8.6% | -2.5% | +5.9% |
| 6M | +18.0% | +48.4% | -30.4% | +16.9% |
| YTD | +26.6% | +1.6% | +25.0% | +27.2% |
| 1Y | +36.7% | -5.8% | +42.4% | +37.8% |
| 3Y | +146.0% | +30.9% | +115.1% | +136.6% |
| All | +153.0% | +93.3% | +59.7% | +129.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling