+134.0%
PH vs MSFU
+21.3%
+112.7%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | +4.1% | -2.8% | +6.9% | +4.4% |
| 30D | -0.1% | -5.3% | +5.2% | +0.3% |
| 3M | -9.6% | +7.2% | -16.8% | -10.5% |
| 6M | +8.5% | +51.0% | -42.5% | +2.5% |
| YTD | +9.4% | -1.2% | +10.6% | +10.2% |
| 1Y | +14.2% | -10.3% | +24.5% | +17.6% |
| 3Y | +134.0% | +22.2% | +111.8% | +111.8% |
| All | +134.0% | +21.3% | +112.7% | +111.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling