-16.5%
MSFU vs PTC
-34.5%
+18.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -6.0% | +1.9% | +0.9% |
| 7D | -5.7% | -10.3% | +4.6% | +3.3% |
| 30D | +4.2% | +1.1% | +3.0% | +2.8% |
| 3M | +27.9% | +1.6% | +26.3% | +25.5% |
| 6M | +37.1% | -13.5% | +50.6% | +54.1% |
| YTD | -7.4% | -19.1% | +11.7% | +9.0% |
| All | -16.5% | -34.5% | +18.0% | +5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling