+76.3%
MSFU vs GSK
+86.9%
-10.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.9% | -2.2% | -4.2% |
| 7D | -5.7% | -1.8% | -3.9% | -5.7% |
| 30D | +4.2% | -2.2% | +6.3% | +4.2% |
| 3M | +27.9% | -1.8% | +29.7% | +27.8% |
| 6M | +37.1% | -10.6% | +47.7% | +37.6% |
| YTD | -7.4% | +4.4% | -11.8% | -8.5% |
| 1Y | -19.6% | +30.4% | -50.0% | -22.8% |
| 3Y | +33.2% | +60.1% | -26.9% | +21.1% |
| All | +76.3% | +86.9% | -10.5% | +39.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling