+76.3%
MSFU vs PENG
+197.5%
-121.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +6.4% | -10.6% | -5.5% |
| 7D | -5.7% | +4.5% | -10.2% | -6.6% |
| 30D | +4.2% | -7.1% | +11.3% | +5.2% |
| 3M | +27.9% | -27.3% | +55.2% | +30.4% |
| 6M | +37.1% | +169.6% | -132.5% | -4.6% |
| YTD | -7.4% | +164.6% | -172.0% | -36.0% |
| 1Y | -19.6% | +109.5% | -129.1% | -41.3% |
| 3Y | +33.2% | +98.9% | -65.7% | -10.0% |
| All | +76.3% | +197.5% | -121.1% | -7.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling