+70.7%
MSFU vs PFGC
+95.0%
-24.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.4% |
| 7D | -2.3% | -3.7% | +1.4% | -0.9% |
| 30D | -6.3% | -16.0% | +9.7% | +0.2% |
| 3M | +40.0% | -4.1% | +44.1% | +41.4% |
| 6M | +30.1% | +8.7% | +21.4% | +24.2% |
| YTD | -10.3% | +6.4% | -16.7% | -15.1% |
| 1Y | -19.0% | -8.4% | -10.7% | -17.5% |
| 3Y | +25.8% | +61.8% | -36.0% | -7.6% |
| All | +70.7% | +95.0% | -24.3% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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