-19.0%
MSFU vs GSK
+24.6%
-43.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.8% |
| 7D | -2.3% | -3.6% | +1.2% | -3.2% |
| 30D | -6.3% | -5.9% | -0.3% | -7.6% |
| 3M | +40.0% | -4.3% | +44.2% | +38.4% |
| 6M | +30.1% | -10.8% | +40.9% | +27.4% |
| YTD | -10.3% | +1.8% | -12.1% | -12.6% |
| 1Y | -19.0% | +23.5% | -42.5% | -23.2% |
| All | -19.0% | +24.6% | -43.6% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 1y: compounded portfolio wealth divided by compounded GSK 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…
1y analysis · Full analysis span regression · 6 months rolling