+35.7%
PPL vs MSFU
+76.3%
-40.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | +0.1% |
| 7D | +2.7% | -5.7% | +8.4% | +2.8% |
| 30D | +0.5% | +4.2% | -3.7% | +0.3% |
| 3M | +0.7% | +27.9% | -27.2% | -0.1% |
| 6M | -7.6% | +37.1% | -44.7% | -8.7% |
| YTD | +1.8% | -7.4% | +9.2% | +2.2% |
| 1Y | -0.8% | -19.6% | +18.8% | +0.2% |
| 3Y | +56.9% | +33.2% | +23.7% | +47.3% |
| All | +35.7% | +76.3% | -40.6% | +19.8% |
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 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