+40.2%
MSI vs PFGC
+15.6%
+24.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | +3.2% | +3.4% | -0.2% | +2.6% |
| 30D | +17.6% | +16.9% | +0.7% | +14.1% |
| 3M | +14.5% | +6.4% | +8.1% | +13.4% |
| 6M | +34.3% | +16.0% | +18.2% | +31.0% |
| YTD | +39.7% | +23.6% | +16.1% | +33.9% |
| 1Y | +40.2% | +16.6% | +23.6% | +34.1% |
| All | +40.2% | +15.6% | +24.6% | +34.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling