+20.8%
MSFU vs PTC
+29.2%
-8.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.2% | -4.5% | -4.6% |
| 7D | -12.7% | +0.5% | -13.2% | -12.9% |
| 30D | -9.0% | +0.9% | -9.9% | -9.4% |
| 3M | +2.9% | +30.4% | -27.4% | -14.2% |
| 6M | +43.5% | +34.4% | +9.1% | +16.4% |
| YTD | -2.4% | +12.6% | -15.0% | -9.6% |
| 1Y | -13.5% | +10.2% | -23.7% | -18.8% |
| All | +20.8% | +29.2% | -8.4% | +4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling