-92.4%
MSTU vs PFGC
+45.9%
-138.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.1% | -6.1% | -6.4% |
| 7D | -25.8% | +3.4% | -29.2% | -29.1% |
| 30D | -43.9% | +16.9% | -60.8% | -55.5% |
| 3M | +2.9% | +6.4% | -3.5% | -7.4% |
| 6M | -75.5% | +16.0% | -91.5% | -81.8% |
| YTD | -76.7% | +23.6% | -100.4% | -85.5% |
| 1Y | -88.9% | +16.6% | -105.6% | -92.4% |
| All | -92.4% | +45.9% | -138.3% | -97.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling