+638.7%
MSI vs PENG
+735.0%
-96.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.1% |
| 7D | +2.6% | +34.6% | -32.0% | -0.3% |
| 30D | +18.1% | -35.9% | +54.1% | +22.0% |
| 3M | +13.2% | -14.7% | +27.9% | +12.9% |
| 6M | +36.3% | +13.5% | +22.7% | +28.4% |
| YTD | +39.5% | +156.1% | -116.6% | +17.5% |
| 1Y | +36.9% | +141.3% | -104.4% | +16.0% |
| 3Y | +76.1% | +223.4% | -147.3% | +37.0% |
| 5Y | +123.7% | +67.4% | +56.3% | +81.3% |
| All | +638.7% | +735.0% | -96.3% | +384.6% |
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