+3.2%
PEP vs MSFU
-12.2%
+15.5%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.8% | +5.0% | +0.1% |
| 7D | +1.1% | -12.7% | +13.7% | +0.7% |
| 30D | +13.6% | -9.0% | +22.6% | +13.4% |
| 3M | +5.1% | +2.9% | +2.2% | +5.2% |
| 6M | -1.6% | +43.5% | -45.1% | -1.2% |
| YTD | +3.3% | -2.4% | +5.8% | +1.7% |
| 1Y | +3.2% | -13.5% | +16.7% | +0.8% |
| All | +3.2% | -12.2% | +15.5% | +0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling