-8.4%
MSFU vs PLTD
-77.8%
+69.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +4.6% | -8.8% | -2.4% |
| 7D | -5.7% | +5.9% | -11.6% | -3.2% |
| 30D | +4.2% | -11.6% | +15.8% | +0.4% |
| 3M | +27.9% | -29.9% | +57.8% | +17.0% |
| 6M | +37.1% | -28.5% | +65.7% | +30.0% |
| YTD | -7.4% | -20.4% | +13.0% | -7.9% |
| 1Y | -19.6% | -33.3% | +13.7% | -23.4% |
| All | -8.4% | -77.8% | +69.4% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PLTD.
Daily Out/Under-Performance
Portfolio return minus PLTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLTD 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 PLTD 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