+22.2%
MSFU vs GPN
-12.5%
+34.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.2% | -3.8% | -0.9% |
| 7D | -2.8% | -5.6% | +2.9% | -1.5% |
| 30D | -5.3% | +13.6% | -18.9% | -10.7% |
| 3M | +7.2% | -2.8% | +10.1% | +6.9% |
| 6M | +51.0% | +38.1% | +12.9% | +32.4% |
| YTD | -1.2% | +19.9% | -21.2% | -9.7% |
| 1Y | -10.3% | +23.4% | -33.7% | -19.0% |
| 3Y | +22.2% | -12.6% | +34.9% | +26.5% |
| All | +22.2% | -12.5% | +34.7% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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