+95.0%
MSFU vs PFG
+81.4%
+13.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.5% | -4.9% | -4.6% |
| 7D | +4.0% | +3.0% | +1.1% | +2.8% |
| 30D | -2.3% | +8.2% | -10.5% | -6.0% |
| 3M | +7.1% | +2.7% | +4.4% | +5.7% |
| 6M | +48.9% | +17.2% | +31.7% | +37.6% |
| YTD | +2.4% | +34.8% | -32.3% | -12.2% |
| 1Y | -8.1% | +43.6% | -51.7% | -24.1% |
| 3Y | +25.2% | +85.4% | -60.3% | -10.5% |
| All | +95.0% | +81.4% | +13.6% | +33.0% |
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