+26.9%
MSFU vs PTEN
-1.7%
+28.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.3% | -2.5% |
| 7D | -3.2% | -1.0% | -2.1% | -3.1% |
| 30D | -3.1% | +29.3% | -32.4% | -6.5% |
| 3M | +35.3% | +7.2% | +28.0% | +33.2% |
| 6M | +31.6% | +43.5% | -12.0% | +23.5% |
| YTD | -9.5% | +113.2% | -122.8% | -20.9% |
| 1Y | -18.4% | +135.1% | -153.5% | -30.7% |
| 3Y | +26.9% | -4.8% | +31.8% | +7.7% |
| All | +26.9% | -1.7% | +28.6% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 PTEN 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