+601.1%
MSI vs PEG
+148.0%
+453.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -0.4% | -0.9% | +0.5% | 0.0% |
| 30D | -0.8% | -3.7% | +3.0% | +0.9% |
| 3M | +13.9% | -7.3% | +21.2% | +17.6% |
| 6M | +1.3% | -10.5% | +11.8% | +6.0% |
| YTD | +22.3% | -7.5% | +29.8% | +25.8% |
| 1Y | -3.9% | -8.7% | +4.9% | -0.8% |
| 3Y | +69.9% | +31.4% | +38.5% | +43.7% |
| 5Y | +103.8% | +37.8% | +66.0% | +66.5% |
| All | +601.1% | +148.0% | +453.1% | +366.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 10y: compounded portfolio wealth divided by compounded PEG 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…
10y analysis · Full analysis span regression · 6 months rolling