-13.6%
MSFU vs PENG
+136.5%
-150.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.7% |
| 7D | -4.9% | +34.6% | -39.5% | -7.3% |
| 30D | -9.1% | -35.9% | +26.9% | -7.0% |
| 3M | +8.7% | -14.7% | +23.4% | +9.3% |
| 6M | +48.3% | +13.5% | +34.8% | +39.2% |
| YTD | -1.6% | +156.1% | -157.7% | -22.4% |
| 1Y | -13.6% | +141.3% | -154.9% | -30.9% |
| All | -13.6% | +136.5% | -150.1% | -30.9% |
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