+87.3%
MSFU vs GPC
-12.3%
+99.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.6% | +1.0% |
| 7D | -4.9% | -1.3% | -3.6% | -4.7% |
| 30D | -9.1% | -6.0% | -3.1% | -8.2% |
| 3M | +8.7% | -7.6% | +16.3% | +10.1% |
| 6M | +48.3% | +24.2% | +24.1% | +41.8% |
| YTD | -1.6% | +2.7% | -4.3% | -2.8% |
| 1Y | -13.6% | +0.2% | -13.7% | -14.2% |
| 3Y | +20.2% | -0.8% | +21.0% | +12.5% |
| All | +87.3% | -12.3% | +99.6% | +81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling