-4.9%
PEP vs MSFU
+85.8%
-90.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.8% | +5.0% | +0.3% |
| 7D | +1.1% | -12.7% | +13.7% | +1.1% |
| 30D | +13.6% | -9.0% | +22.6% | +13.7% |
| 3M | +5.1% | +2.9% | +2.2% | +5.0% |
| 6M | -1.6% | +43.5% | -45.1% | -2.2% |
| YTD | +3.3% | -2.4% | +5.8% | +3.4% |
| 1Y | +3.2% | -13.5% | +16.7% | +3.7% |
| 3Y | -3.9% | +19.2% | -23.1% | -7.4% |
| All | -4.9% | +85.8% | -90.6% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 10y: compounded portfolio wealth divided by compounded MSFU 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…
10y analysis · Full analysis span regression · 6 months rolling