+76.6%
MSI vs PENG
+191.6%
-115.1%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +9.3% | -6.6% | +2.5% |
| 7D | +8.3% | -3.8% | +12.1% | +8.3% |
| 30D | +18.9% | -40.1% | +59.0% | +19.7% |
| 3M | +13.2% | -21.8% | +35.0% | +13.2% |
| 6M | +38.3% | +3.3% | +34.9% | +35.1% |
| YTD | +38.9% | +133.6% | -94.8% | +27.4% |
| 1Y | +36.7% | +110.7% | -74.0% | +26.1% |
| 3Y | +76.6% | +204.3% | -127.7% | +56.3% |
| All | +76.6% | +191.6% | -115.1% | +56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling