-92.7%
MSTU vs PFGC
-5.1%
-87.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.6% | -2.9% |
| 7D | +21.3% | -2.2% | +23.5% | +22.7% |
| 30D | +90.8% | -11.9% | +102.8% | +105.0% |
| 3M | -6.8% | +5.0% | -11.8% | -13.4% |
| 6M | -39.8% | +8.6% | -48.4% | -46.1% |
| YTD | -55.7% | +9.7% | -65.4% | -61.2% |
| 1Y | -92.7% | -6.3% | -86.4% | -93.1% |
| All | -92.7% | -5.1% | -87.6% | -93.1% |
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