+70.7%
MSFU vs PTEN
+3.0%
+67.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.1% |
| 7D | -2.3% | -1.7% | -0.7% | -2.2% |
| 30D | -6.3% | +18.6% | -24.8% | -8.4% |
| 3M | +40.0% | +12.5% | +27.5% | +37.0% |
| 6M | +30.1% | +41.9% | -11.8% | +22.6% |
| YTD | -10.3% | +117.8% | -128.1% | -21.1% |
| 1Y | -19.0% | +145.3% | -164.3% | -30.7% |
| 3Y | +25.8% | -2.8% | +28.6% | +16.6% |
| All | +70.7% | +3.0% | +67.7% | +55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling