+72.2%
MSFU vs PEG
+32.4%
+39.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.1% | -2.5% |
| 7D | -3.2% | +1.0% | -4.2% | -3.4% |
| 30D | -3.1% | -1.9% | -1.3% | -2.6% |
| 3M | +35.3% | -3.7% | +38.9% | +36.5% |
| 6M | +31.6% | -9.4% | +41.0% | +35.1% |
| YTD | -9.5% | -6.0% | -3.5% | -9.0% |
| 1Y | -18.4% | -4.4% | -14.1% | -18.8% |
| 3Y | +26.9% | +33.5% | -6.6% | +3.0% |
| All | +72.2% | +32.4% | +39.8% | +42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling