+76.3%
MSFU vs PEG
+31.5%
+44.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.0% | -4.1% |
| 7D | -5.7% | +0.7% | -6.4% | -5.9% |
| 30D | +4.2% | -2.4% | +6.6% | +4.9% |
| 3M | +27.9% | -4.8% | +32.7% | +29.5% |
| 6M | +37.1% | -10.7% | +47.8% | +41.5% |
| YTD | -7.4% | -6.7% | -0.7% | -6.7% |
| 1Y | -19.6% | -6.8% | -12.8% | -19.1% |
| 3Y | +33.2% | +34.5% | -1.3% | +7.0% |
| All | +76.3% | +31.5% | +44.9% | +45.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling