+17.0%
PG vs MSFU
-2.2%
+19.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +13.5% | -10.2% | +3.7% |
| 7D | +5.7% | +8.2% | -2.4% | +6.0% |
| 30D | +15.4% | +10.2% | +5.2% | +15.8% |
| 3M | +13.8% | +22.9% | -9.1% | +14.7% |
| 6M | +18.3% | +63.2% | -44.9% | +20.0% |
| YTD | +20.1% | +11.7% | +8.4% | +16.8% |
| 1Y | +17.0% | -3.5% | +20.5% | +12.4% |
| All | +17.0% | -2.2% | +19.2% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 1y: compounded portfolio wealth divided by compounded MSFU 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…
1y analysis · Full analysis span regression · 6 months rolling