+40.3%
PPL vs MSFU
+97.0%
-56.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.4% | +8.2% | +0.9% |
| 7D | +1.0% | +1.0% | 0.0% | +1.0% |
| 30D | +6.8% | +0.6% | +6.2% | +6.8% |
| 3M | +3.9% | +16.4% | -12.5% | +3.4% |
| 6M | -2.0% | +53.0% | -55.0% | -3.4% |
| YTD | +5.3% | +3.5% | +1.8% | +5.3% |
| 1Y | +2.2% | -7.8% | +10.0% | +2.8% |
| 3Y | +56.7% | +35.6% | +21.2% | +48.9% |
| All | +40.3% | +97.0% | -56.7% | +23.5% |
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 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