+33.4%
MSFU vs PENG
+153.0%
-119.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -23.0% | +15.6% | -3.1% |
| 7D | +1.0% | -36.7% | +37.7% | +9.1% |
| 30D | +0.6% | -42.0% | +42.6% | +9.9% |
| 3M | +16.4% | -33.2% | +49.6% | +22.7% |
| 6M | +53.0% | +2.1% | +50.9% | +34.1% |
| YTD | +3.5% | +90.3% | -86.8% | -26.3% |
| 1Y | -7.8% | +67.7% | -75.5% | -32.0% |
| All | +33.4% | +153.0% | -119.6% | -17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling