+616.6%
MSI vs PENG
+597.2%
+19.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +12.4% | -12.9% | -1.6% |
| 7D | +4.7% | -19.4% | +24.1% | +6.2% |
| 30D | +14.8% | -42.4% | +57.2% | +19.7% |
| 3M | +8.8% | -25.6% | +34.5% | +9.9% |
| 6M | +19.3% | +7.3% | +12.0% | +12.4% |
| YTD | +35.3% | +113.9% | -78.5% | +15.9% |
| 1Y | +33.8% | +93.6% | -59.8% | +15.8% |
| 3Y | +74.4% | +170.2% | -95.8% | +38.0% |
| 5Y | +120.5% | +44.2% | +76.3% | +81.0% |
| All | +616.6% | +597.2% | +19.4% | +378.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling