-18.4%
MSFU vs GPC
-0.1%
-18.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -2.4% |
| 7D | -3.2% | +0.2% | -3.4% | -3.1% |
| 30D | -3.1% | -0.4% | -2.7% | -3.2% |
| 3M | +35.3% | +39.2% | -3.9% | +37.3% |
| 6M | +31.6% | +18.2% | +13.4% | +33.0% |
| YTD | -9.5% | +12.1% | -21.6% | -4.0% |
| 1Y | -18.4% | -0.7% | -17.8% | -14.8% |
| All | -18.4% | -0.1% | -18.3% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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