+15.3%
PG vs MSFU
+71.2%
-55.9%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -2.7% | -6.9% | +4.3% | -2.6% |
| 30D | -1.5% | -5.1% | +3.6% | -1.5% |
| 3M | -3.4% | +44.6% | -48.0% | -4.0% |
| 6M | -7.0% | +32.8% | -39.8% | -7.7% |
| YTD | +2.0% | -10.1% | +12.0% | +2.3% |
| 1Y | -6.5% | -19.4% | +12.9% | -5.8% |
| 3Y | +1.2% | +26.2% | -25.0% | -4.3% |
| All | +15.3% | +71.2% | -55.9% | +2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling