+76.3%
MSFU vs GPC
-1.4%
+77.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.1% | -5.3% | -4.4% |
| 7D | -5.7% | +1.2% | -6.9% | -5.9% |
| 30D | +4.2% | +6.0% | -1.8% | +3.2% |
| 3M | +27.9% | +42.6% | -14.7% | +19.6% |
| 6M | +37.1% | +22.8% | +14.4% | +32.0% |
| YTD | -7.4% | +15.5% | -22.8% | -10.2% |
| 1Y | -19.6% | +2.0% | -21.7% | -19.8% |
| 3Y | +33.2% | -1.4% | +34.6% | +30.3% |
| All | +76.3% | -1.4% | +77.7% | +67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling