-18.4%
MSFU vs PTC
-38.1%
+19.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.5% | +3.2% | +2.3% |
| 7D | -3.2% | -12.8% | +9.6% | +8.4% |
| 30D | -3.1% | -9.8% | +6.6% | +5.1% |
| 3M | +35.3% | -2.1% | +37.3% | +36.4% |
| 6M | +31.6% | -18.1% | +49.7% | +54.6% |
| YTD | -9.5% | -23.5% | +14.0% | +11.4% |
| 1Y | -18.4% | -37.4% | +18.9% | +8.1% |
| All | -18.4% | -38.1% | +19.7% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded PTC 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling