+88.0%
MSFU vs PTC
+70.4%
+17.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | -2.8% | +0.5% | -3.2% | -3.0% |
| 30D | -5.3% | +1.2% | -6.5% | -5.9% |
| 3M | +7.2% | +27.4% | -20.1% | -10.8% |
| 6M | +51.0% | +39.2% | +11.8% | +16.6% |
| YTD | -1.2% | +12.5% | -13.7% | -9.6% |
| 1Y | -10.3% | +12.3% | -22.6% | -17.9% |
| 3Y | +22.2% | +28.8% | -6.6% | -7.8% |
| All | +88.0% | +70.4% | +17.6% | +10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling