+269.6%
PH vs MSFU
+76.3%
+193.2%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +4.0% | +0.4% |
| 7D | -3.1% | -5.7% | +2.6% | -2.3% |
| 30D | -3.2% | +4.2% | -7.4% | -3.9% |
| 3M | +10.6% | +27.9% | -17.3% | +6.3% |
| 6M | -2.1% | +37.1% | -39.3% | -8.2% |
| YTD | +10.2% | -7.4% | +17.6% | +10.8% |
| 1Y | +28.2% | -19.6% | +47.8% | +32.6% |
| 3Y | +134.9% | +33.2% | +101.7% | +101.9% |
| All | +269.6% | +76.3% | +193.2% | +191.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling