+38.1%
MSI vs PENG
+120.3%
-82.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +10.3% | -8.8% | +1.8% |
| 7D | +7.7% | +1.9% | +5.8% | +7.9% |
| 30D | +19.9% | -37.8% | +57.7% | +18.7% |
| 3M | +14.9% | -14.1% | +29.0% | +14.8% |
| 6M | +37.2% | +13.1% | +24.1% | +36.7% |
| YTD | +40.8% | +151.8% | -111.0% | +29.6% |
| 1Y | +38.1% | +136.0% | -97.9% | +28.0% |
| All | +38.1% | +120.3% | -82.1% | +28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling