+663.4%
MSI vs PFGC
+351.0%
+312.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.1% |
| 7D | +3.2% | +3.4% | -0.2% | +2.6% |
| 30D | +17.6% | +16.9% | +0.7% | +13.8% |
| 3M | +14.5% | +6.4% | +8.1% | +12.8% |
| 6M | +34.3% | +16.0% | +18.2% | +29.8% |
| YTD | +39.7% | +23.6% | +16.1% | +32.9% |
| 1Y | +40.2% | +16.6% | +23.6% | +34.8% |
| 3Y | +77.1% | +82.3% | -5.1% | +54.6% |
| 5Y | +124.0% | +138.7% | -14.7% | +83.0% |
| All | +663.4% | +351.0% | +312.4% | +455.8% |
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