+76.3%
MSFU vs PTEN
-1.0%
+77.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.0% | -3.1% | -4.0% |
| 7D | -5.7% | +0.7% | -6.4% | -5.8% |
| 30D | +4.2% | +31.2% | -27.1% | +0.4% |
| 3M | +27.9% | +2.0% | +25.9% | +26.8% |
| 6M | +37.1% | +42.4% | -5.3% | +29.1% |
| YTD | -7.4% | +109.2% | -116.6% | -18.1% |
| 1Y | -19.6% | +122.3% | -141.9% | -30.1% |
| 3Y | +33.2% | -5.6% | +38.8% | +23.9% |
| All | +76.3% | -1.0% | +77.4% | +61.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling