+30.2%
MSFU vs GPC
-1.1%
+31.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.1% | -5.3% | -4.3% |
| 7D | -5.7% | +1.2% | -6.9% | -5.8% |
| 30D | +4.2% | +6.0% | -1.8% | +3.7% |
| 3M | +27.9% | +42.6% | -14.7% | +24.2% |
| 6M | +37.1% | +22.8% | +14.4% | +35.0% |
| YTD | -7.4% | +15.5% | -22.8% | -8.3% |
| 1Y | -19.6% | +2.0% | -21.7% | -19.3% |
| All | +30.2% | -1.1% | +31.2% | +26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling