-88.4%
MSTU vs PFGC
+23.8%
-112.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.3% | -5.5% | -4.9% |
| 7D | -22.0% | -4.8% | -17.2% | -16.1% |
| 30D | +60.3% | -17.2% | +77.5% | +107.1% |
| 3M | -3.7% | -6.3% | +2.6% | +0.7% |
| 6M | -45.2% | +8.8% | -54.0% | -55.9% |
| YTD | -64.3% | +4.9% | -69.2% | -71.8% |
| 1Y | -94.0% | -9.5% | -84.5% | -93.7% |
| All | -88.4% | +23.8% | -112.2% | -95.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling