-19.6%
MSFU vs PENG
+118.5%
-138.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +6.4% | -10.6% | -4.5% |
| 7D | -5.7% | +4.5% | -10.2% | -5.9% |
| 30D | +4.2% | -7.1% | +11.3% | +4.4% |
| 3M | +27.9% | -27.3% | +55.2% | +25.5% |
| 6M | +37.1% | +169.6% | -132.5% | +13.5% |
| YTD | -7.4% | +164.6% | -172.0% | -24.1% |
| 1Y | -19.6% | +109.5% | -129.1% | -31.6% |
| All | -19.6% | +118.5% | -138.1% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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