-87.2%
MSTU vs PFG
+46.8%
-134.0%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +4.1% | +6.2% | +3.4% |
| 7D | -4.8% | +4.9% | -9.7% | -11.6% |
| 30D | -29.6% | +5.7% | -35.2% | -35.5% |
| 3M | +69.4% | +2.6% | +66.8% | +63.7% |
| 6M | -62.2% | +19.8% | -82.0% | -70.8% |
| YTD | -61.1% | +36.3% | -97.4% | -72.2% |
| 1Y | -87.2% | +47.9% | -135.0% | -91.2% |
| All | -87.2% | +46.8% | -134.0% | -91.2% |
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