+71.2%
MSFU vs GPN
-26.9%
+98.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -0.4% |
| 7D | -6.9% | -3.5% | -3.4% | -5.6% |
| 30D | -5.1% | +3.1% | -8.3% | -6.5% |
| 3M | +44.6% | +42.3% | +2.3% | +24.8% |
| 6M | +32.8% | +20.9% | +11.9% | +22.4% |
| YTD | -10.1% | +15.2% | -25.3% | -16.1% |
| 1Y | -19.4% | +5.4% | -24.8% | -22.6% |
| 3Y | +26.2% | -27.4% | +53.6% | +36.1% |
| All | +71.2% | -26.9% | +98.1% | +81.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling