+103.9%
MSFU vs PFG
+80.5%
+23.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.0% | +1.4% | +3.3% |
| 7D | +14.6% | +2.3% | +12.3% | +13.6% |
| 30D | +2.1% | +7.6% | -5.5% | -1.5% |
| 3M | +14.7% | +2.5% | +12.1% | +13.2% |
| 6M | +55.7% | +16.6% | +39.1% | +44.2% |
| YTD | +7.1% | +34.1% | -27.0% | -7.9% |
| 1Y | -0.5% | +44.1% | -44.6% | -18.0% |
| 3Y | +35.7% | +86.3% | -50.5% | -3.1% |
| All | +103.9% | +80.5% | +23.4% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling