-13.5%
MSFU vs PENG
+120.3%
-133.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +10.3% | -15.1% | -5.6% |
| 7D | -12.7% | +1.9% | -14.5% | -13.0% |
| 30D | -9.0% | -37.8% | +28.8% | -6.7% |
| 3M | +2.9% | -14.1% | +17.0% | +3.5% |
| 6M | +43.5% | +13.1% | +30.4% | +34.8% |
| YTD | -2.4% | +151.8% | -154.2% | -22.8% |
| 1Y | -13.5% | +136.0% | -149.5% | -30.8% |
| All | -13.5% | +120.3% | -133.7% | -30.8% |
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