+71.2%
MSFU vs PFG
+79.8%
-8.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.1% |
| 7D | -6.9% | -3.0% | -4.0% | -5.4% |
| 30D | -5.1% | +2.5% | -7.6% | -6.3% |
| 3M | +44.6% | +6.1% | +38.6% | +40.7% |
| 6M | +32.8% | +31.3% | +1.5% | +15.9% |
| YTD | -10.1% | +33.6% | -43.6% | -22.6% |
| 1Y | -19.4% | +48.5% | -67.9% | -34.8% |
| 3Y | +26.2% | +69.6% | -43.4% | -5.9% |
| All | +71.2% | +79.8% | -8.6% | +17.3% |
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