+93.3%
MSFU vs PENG
+140.4%
-47.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +12.4% | -14.2% | -4.3% |
| 7D | +2.5% | -19.4% | +21.9% | +6.0% |
| 30D | -1.3% | -42.4% | +41.1% | +8.8% |
| 3M | +8.6% | -25.6% | +34.3% | +12.3% |
| 6M | +48.4% | +7.3% | +41.1% | +30.3% |
| YTD | +1.6% | +113.9% | -112.3% | -28.2% |
| 1Y | -5.8% | +93.6% | -99.3% | -31.7% |
| 3Y | +30.9% | +170.2% | -139.3% | -19.3% |
| All | +93.3% | +140.4% | -47.1% | +4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling