-87.2%
MSTU vs PFGC
+12.5%
-99.6%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +13.5% | -3.2% | +2.4% |
| 7D | -4.8% | +13.9% | -18.7% | -12.5% |
| 30D | -29.6% | +18.4% | -47.9% | -37.0% |
| 3M | +69.4% | -2.5% | +71.9% | +69.5% |
| 6M | -62.2% | +26.0% | -88.3% | -69.7% |
| YTD | -61.1% | +21.9% | -82.9% | -68.3% |
| 1Y | -87.2% | +13.4% | -100.5% | -89.7% |
| All | -87.2% | +12.5% | -99.6% | -89.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling