+100.0%
MSI vs PEG
+33.9%
+66.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.7% | -0.2% |
| 7D | -4.0% | -0.1% | -3.9% | -4.0% |
| 30D | -0.5% | -1.7% | +1.3% | +0.1% |
| 3M | +11.4% | -6.8% | +18.2% | +14.1% |
| 6M | +1.0% | -11.4% | +12.3% | +5.2% |
| YTD | +20.7% | -7.2% | +27.9% | +23.4% |
| 1Y | -2.7% | -6.1% | +3.4% | -1.3% |
| 3Y | +68.2% | +31.8% | +36.4% | +43.1% |
| 5Y | +100.0% | +35.6% | +64.4% | +68.4% |
| All | +100.0% | +33.9% | +66.1% | +68.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling