+150.9%
PM vs MSFU
+93.3%
+57.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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 | +5.2% | +8.6% | -3.4% | +5.0% |
| 6M | +17.0% | +48.4% | -31.4% | +15.9% |
| YTD | +25.5% | +1.6% | +23.9% | +26.1% |
| 1Y | +35.5% | -5.8% | +41.3% | +36.6% |
| 3Y | +143.9% | +30.9% | +113.0% | +134.6% |
| All | +150.9% | +93.3% | +57.5% | +128.0% |
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