+76.3%
MSFU vs PFG
+82.5%
-6.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.5% | -2.6% | -3.4% |
| 7D | -5.7% | +5.5% | -11.2% | -8.3% |
| 30D | +4.2% | +2.4% | +1.8% | +2.9% |
| 3M | +27.9% | +13.6% | +14.3% | +20.0% |
| 6M | +37.1% | +27.9% | +9.2% | +21.1% |
| YTD | -7.4% | +35.6% | -42.9% | -20.9% |
| 1Y | -19.6% | +48.5% | -68.1% | -34.9% |
| 3Y | +33.2% | +66.9% | -33.7% | +0.1% |
| All | +76.3% | +82.5% | -6.2% | +19.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling