+709.3%
MSI vs PFGC
+419.1%
+290.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -3.7% | -2.2% | -1.5% | -3.3% |
| 30D | +6.8% | -11.9% | +18.8% | +9.5% |
| 3M | +14.3% | +5.0% | +9.3% | +13.1% |
| 6M | -1.6% | +8.6% | -10.2% | -3.5% |
| YTD | +22.8% | +9.7% | +13.1% | +20.0% |
| 1Y | -1.1% | -6.3% | +5.2% | -0.5% |
| 3Y | +70.5% | +58.2% | +12.3% | +53.4% |
| 5Y | +102.8% | +110.4% | -7.6% | +70.0% |
| 10Y | +597.4% | +272.8% | +324.7% | +414.1% |
| All | +709.3% | +419.1% | +290.2% | +468.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling