+39.0%
PPL vs MSFU
+88.0%
-49.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.3% |
| 7D | -0.4% | -2.8% | +2.4% | -0.3% |
| 30D | +2.6% | -5.3% | +8.0% | +2.7% |
| 3M | +0.8% | +7.2% | -6.4% | +0.5% |
| 6M | +1.4% | +51.0% | -49.6% | -0.1% |
| YTD | +4.3% | -1.2% | +5.5% | +4.4% |
| 1Y | +0.8% | -10.3% | +11.1% | +1.3% |
| 3Y | +57.9% | +22.2% | +35.7% | +51.4% |
| All | +39.0% | +88.0% | -49.0% | +22.5% |
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