+95.0%
MSFU vs PENG
+156.6%
-61.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.3% | -2.0% | -3.9% |
| 7D | +4.0% | -16.1% | +20.1% | +6.9% |
| 30D | -2.3% | -41.5% | +39.2% | +7.3% |
| 3M | +7.1% | -19.1% | +26.2% | +8.9% |
| 6M | +48.9% | +0.9% | +48.0% | +33.9% |
| YTD | +2.4% | +128.2% | -125.8% | -28.5% |
| 1Y | -8.1% | +98.6% | -106.7% | -33.5% |
| 3Y | +25.2% | +188.2% | -163.0% | -23.8% |
| All | +95.0% | +156.6% | -61.5% | +3.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling