+550.2%
MSI vs PENG
+762.7%
-212.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.4% | -7.3% | -1.5% |
| 7D | -3.7% | +4.5% | -8.2% | -4.2% |
| 30D | +6.8% | -7.1% | +13.9% | +7.4% |
| 3M | +14.3% | -27.3% | +41.6% | +15.8% |
| 6M | -1.6% | +169.6% | -171.2% | -15.9% |
| YTD | +22.8% | +164.6% | -141.8% | +4.8% |
| 1Y | -1.1% | +109.5% | -110.6% | -13.7% |
| 3Y | +70.5% | +98.9% | -28.5% | +41.1% |
| 5Y | +102.8% | +116.3% | -13.5% | +60.8% |
| All | +550.2% | +762.7% | -212.5% | +332.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling