+103.9%
MSFU vs GSK
+93.0%
+10.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.4% | +3.0% | +5.4% |
| 7D | +14.6% | +4.9% | +9.7% | +14.4% |
| 30D | +2.1% | +10.8% | -8.7% | +1.9% |
| 3M | +14.7% | -1.8% | +16.5% | +14.5% |
| 6M | +55.7% | +4.1% | +51.6% | +55.1% |
| YTD | +7.1% | +7.9% | -0.8% | +5.6% |
| 1Y | -0.5% | +14.4% | -15.0% | -2.6% |
| 3Y | +35.7% | +68.1% | -32.4% | +22.8% |
| All | +103.9% | +93.0% | +10.9% | +61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling