+99.3%
MSI vs PFG
+110.7%
-11.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.7% |
| 7D | -5.8% | +6.0% | -11.7% | -7.5% |
| 30D | -1.0% | +2.2% | -3.2% | -1.8% |
| 3M | +14.2% | +10.4% | +3.8% | +10.5% |
| 6M | +1.0% | +27.8% | -26.7% | -6.6% |
| YTD | +21.5% | +33.6% | -12.2% | +10.3% |
| 1Y | -2.1% | +49.3% | -51.4% | -14.6% |
| 3Y | +69.3% | +69.7% | -0.4% | +37.8% |
| 5Y | +99.3% | +111.3% | -12.0% | +46.4% |
| All | +99.3% | +110.7% | -11.4% | +46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling