+671.3%
MSI vs PFGC
+363.4%
+307.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +7.7% | +1.5% | +6.2% | +7.4% |
| 30D | +19.9% | +17.4% | +2.5% | +15.9% |
| 3M | +14.9% | -2.4% | +17.4% | +15.1% |
| 6M | +37.2% | +18.2% | +19.0% | +32.2% |
| YTD | +40.8% | +23.7% | +17.1% | +33.9% |
| 1Y | +38.1% | +15.0% | +23.2% | +33.2% |
| 3Y | +77.7% | +82.3% | -4.6% | +55.1% |
| 5Y | +129.0% | +131.9% | -2.9% | +88.0% |
| 10Y | +671.3% | +353.0% | +318.3% | +463.5% |
| All | +671.3% | +363.4% | +307.9% | +463.5% |
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