+22.2%
MSFU vs PTEN
+2.7%
+19.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | +0.1% |
| 7D | -2.8% | +10.6% | -13.3% | -3.8% |
| 30D | -5.3% | -4.9% | -0.4% | -5.0% |
| 3M | +7.2% | +1.4% | +5.8% | +6.2% |
| 6M | +51.0% | -7.0% | +58.0% | +50.4% |
| YTD | -1.2% | +84.8% | -86.0% | -13.4% |
| 1Y | -10.3% | +95.7% | -106.0% | -22.5% |
| 3Y | +22.2% | +2.0% | +20.3% | +4.0% |
| All | +22.2% | +2.7% | +19.5% | +4.0% |
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