+25.5%
MSFU vs GPN
-27.6%
+53.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | -1.8% | -4.6% | +2.8% | -0.1% |
| 30D | +0.5% | -0.3% | +0.8% | +0.4% |
| 3M | +51.9% | +35.4% | +16.4% | +35.5% |
| 6M | +35.0% | +21.7% | +13.3% | +25.1% |
| YTD | -9.0% | +14.9% | -23.9% | -14.4% |
| 1Y | -18.8% | +3.2% | -22.0% | -21.2% |
| 3Y | +25.5% | -27.1% | +52.6% | +39.4% |
| All | +25.5% | -27.6% | +53.1% | +39.4% |
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