-94.0%
MSTU vs PFG
+49.2%
-143.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.8% | -7.6% | -8.1% |
| 7D | -22.0% | -3.0% | -19.0% | -18.0% |
| 30D | +60.3% | +2.5% | +57.8% | +56.3% |
| 3M | -3.7% | +6.1% | -9.8% | -10.0% |
| 6M | -45.2% | +31.3% | -76.5% | -61.3% |
| YTD | -64.3% | +33.6% | -97.9% | -74.1% |
| 1Y | -94.0% | +48.5% | -142.5% | -95.9% |
| All | -94.0% | +49.2% | -143.2% | -95.9% |
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