+949.4%
MSI vs PFG
+1,015.3%
-65.8%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.7% | -0.3% |
| 7D | -3.7% | +5.5% | -9.2% | -5.7% |
| 30D | +6.8% | +2.4% | +4.5% | +5.7% |
| 3M | +14.3% | +13.6% | +0.7% | +8.9% |
| 6M | -1.6% | +27.9% | -29.5% | -10.3% |
| YTD | +22.8% | +35.6% | -12.8% | +9.3% |
| 1Y | -1.1% | +48.5% | -49.6% | -15.1% |
| 3Y | +70.5% | +66.9% | +3.6% | +37.6% |
| 5Y | +102.8% | +111.0% | -8.2% | +47.9% |
| 10Y | +597.4% | +244.5% | +352.9% | +292.6% |
| All | +949.4% | +1,015.3% | -65.8% | +157.2% |
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