+22.2%
MSFU vs PPG
+2.6%
+19.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -2.8% | +0.7% | -3.5% | -3.0% |
| 30D | -5.3% | +17.6% | -22.9% | -9.6% |
| 3M | +7.2% | +7.5% | -0.2% | +5.0% |
| 6M | +51.0% | +17.6% | +33.4% | +43.4% |
| YTD | -1.2% | +22.6% | -23.8% | -10.4% |
| 1Y | -10.3% | +28.0% | -38.3% | -20.6% |
| 3Y | +22.2% | +1.8% | +20.4% | +15.3% |
| All | +22.2% | +2.6% | +19.6% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 3y: compounded portfolio wealth divided by compounded PPG 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…
3y analysis · Full analysis span regression · 6 months rolling