-5.7%
PG vs MSFU
-19.1%
+13.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.7% |
| 7D | -0.8% | -1.8% | +1.0% | -0.9% |
| 30D | +0.8% | +0.5% | +0.3% | +0.9% |
| 3M | -1.3% | +51.9% | -53.2% | +0.6% |
| 6M | -3.8% | +35.0% | -38.8% | -3.1% |
| YTD | +3.6% | -9.0% | +12.7% | +0.6% |
| 1Y | -5.7% | -18.8% | +13.1% | -8.7% |
| All | -5.7% | -19.1% | +13.4% | -8.7% |
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