+815.3%
MSI vs PFGC
+488.3%
+327.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.0% | -1.4% | +1.8% |
| 7D | +8.3% | +10.8% | -2.5% | +6.0% |
| 30D | +18.9% | +17.8% | +1.1% | +14.8% |
| 3M | +13.2% | -2.7% | +15.9% | +13.4% |
| 6M | +38.3% | +20.0% | +18.2% | +32.9% |
| YTD | +38.9% | +24.3% | +14.6% | +32.0% |
| 1Y | +36.7% | +13.2% | +23.5% | +32.3% |
| 3Y | +76.6% | +85.9% | -9.4% | +53.7% |
| 5Y | +124.5% | +141.0% | -16.6% | +83.1% |
| 10Y | +674.5% | +370.6% | +303.9% | +446.0% |
| All | +815.3% | +488.3% | +327.0% | +525.4% |
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