+75.3%
MSI vs PENG
+153.0%
-77.7%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -23.0% | +27.0% | +4.2% |
| 7D | +5.1% | -36.7% | +41.8% | +5.6% |
| 30D | +13.3% | -42.0% | +55.3% | +13.9% |
| 3M | +18.3% | -33.2% | +51.5% | +18.4% |
| 6M | +18.7% | +2.1% | +16.6% | +14.8% |
| YTD | +36.0% | +90.3% | -54.3% | +25.0% |
| 1Y | +32.6% | +67.7% | -35.1% | +22.8% |
| All | +75.3% | +153.0% | -77.7% | +55.7% |
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