+124.2%
MSI vs PENG
+56.5%
+67.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.5% | +5.6% | +0.4% |
| 7D | +3.2% | +13.2% | -10.0% | +2.5% |
| 30D | +17.6% | -29.9% | +47.5% | +19.5% |
| 3M | +14.5% | -22.2% | +36.8% | +15.0% |
| 6M | +34.3% | -1.9% | +36.1% | +29.7% |
| YTD | +39.7% | +142.1% | -102.4% | +21.3% |
| 1Y | +40.2% | +151.5% | -111.3% | +21.1% |
| 3Y | +77.1% | +206.9% | -129.8% | +41.3% |
| All | +124.2% | +56.5% | +67.7% | +86.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling