-93.8%
MSTU vs PFGC
-10.1%
-83.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.8% |
| 7D | -16.6% | -4.8% | -11.8% | -14.1% |
| 30D | +69.7% | -12.5% | +82.2% | +83.0% |
| 3M | -7.5% | -9.7% | +2.2% | -3.4% |
| 6M | -43.1% | +7.0% | -50.1% | -48.5% |
| YTD | -63.0% | +4.5% | -67.5% | -66.7% |
| 1Y | -93.8% | -11.6% | -82.2% | -93.9% |
| All | -93.8% | -10.1% | -83.7% | -93.9% |
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