-3.5%
MSFU vs PEG
-6.2%
+2.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +0.6% | +12.9% | +13.8% |
| 7D | +8.2% | +1.0% | +7.1% | +8.7% |
| 30D | +10.2% | +6.6% | +3.6% | +13.9% |
| 3M | +22.9% | -3.1% | +26.0% | +20.0% |
| 6M | +63.2% | -7.4% | +70.6% | +57.8% |
| YTD | +11.7% | -6.4% | +18.2% | +7.5% |
| 1Y | -3.5% | -7.4% | +3.9% | -6.5% |
| All | -3.5% | -6.2% | +2.7% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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