+28.2%
PH vs MSFU
-18.4%
+46.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +4.0% | -0.4% |
| 7D | -3.1% | -5.7% | +2.6% | -3.3% |
| 30D | -3.2% | +4.2% | -7.4% | -3.0% |
| 3M | +10.6% | +27.9% | -17.3% | +12.7% |
| 6M | -2.1% | +37.1% | -39.3% | -0.1% |
| YTD | +10.2% | -7.4% | +17.6% | +8.7% |
| 1Y | +28.2% | -19.6% | +47.8% | +26.8% |
| All | +28.2% | -18.4% | +46.7% | +26.8% |
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 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