-13.6%
MSFU vs PFG
+38.8%
-52.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.6% |
| 7D | -4.9% | +0.1% | -5.1% | -5.0% |
| 30D | -9.1% | +5.0% | -14.0% | -10.4% |
| 3M | +8.7% | +0.1% | +8.6% | +9.1% |
| 6M | +48.3% | +13.8% | +34.5% | +45.1% |
| YTD | -1.6% | +31.2% | -32.9% | -1.7% |
| 1Y | -13.6% | +37.1% | -50.7% | -11.0% |
| All | -13.6% | +38.8% | -52.4% | -11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling