+93.3%
MSFU vs PTC
+69.6%
+23.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.0% |
| 7D | +2.5% | -0.2% | +2.7% | +2.7% |
| 30D | -1.3% | +0.8% | -2.1% | -1.7% |
| 3M | +8.6% | +32.1% | -23.5% | -12.3% |
| 6M | +48.4% | +42.6% | +5.8% | +12.1% |
| YTD | +1.6% | +12.0% | -10.4% | -6.7% |
| 1Y | -5.8% | +12.2% | -17.9% | -13.7% |
| 3Y | +30.9% | +31.2% | -0.3% | -3.0% |
| All | +93.3% | +69.6% | +23.7% | +14.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling