+3,874.2%
MSI vs PEG
+2,907.1%
+967.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.8% |
| 7D | -3.7% | +0.7% | -4.4% | -4.0% |
| 30D | +6.8% | -2.4% | +9.3% | +7.8% |
| 3M | +14.3% | -4.8% | +19.1% | +16.3% |
| 6M | -1.6% | -10.7% | +9.1% | +2.6% |
| YTD | +22.8% | -6.7% | +29.5% | +25.6% |
| 1Y | -1.1% | -6.8% | +5.7% | +0.9% |
| 3Y | +70.5% | +34.5% | +36.0% | +47.9% |
| 5Y | +102.8% | +35.8% | +67.0% | +74.2% |
| 10Y | +597.4% | +141.7% | +455.7% | +369.6% |
| All | +3,874.2% | +2,907.1% | +967.1% | +950.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling