+151.5%
PM vs MSFU
+87.3%
+64.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | +0.1% |
| 7D | -2.4% | -4.9% | +2.5% | -2.3% |
| 30D | -1.3% | -9.1% | +7.8% | -1.2% |
| 3M | +6.5% | +8.7% | -2.2% | +6.3% |
| 6M | +7.0% | +48.3% | -41.3% | +5.9% |
| YTD | +25.8% | -1.6% | +27.4% | +26.5% |
| 1Y | +30.9% | -13.6% | +44.5% | +32.4% |
| 3Y | +148.0% | +20.2% | +127.7% | +140.0% |
| All | +151.5% | +87.3% | +64.2% | +128.6% |
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 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