-92.7%
MSTU vs PFG
+51.4%
-144.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.6% | -0.7% |
| 7D | +21.3% | +5.5% | +15.8% | +13.8% |
| 30D | +90.8% | +2.4% | +88.5% | +85.0% |
| 3M | -6.8% | +13.6% | -20.3% | -21.3% |
| 6M | -39.8% | +27.9% | -67.7% | -56.4% |
| YTD | -55.7% | +35.6% | -91.2% | -68.3% |
| 1Y | -92.7% | +48.5% | -141.1% | -94.9% |
| All | -92.7% | +51.4% | -144.0% | -94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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