-11.9%
PEP vs MSFU
+32.9%
-44.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | -0.7% |
| 7D | -1.4% | -5.7% | +4.3% | -1.5% |
| 30D | +0.2% | +4.2% | -3.9% | +0.3% |
| 3M | -1.1% | +27.9% | -29.0% | -0.8% |
| 6M | -13.5% | +37.1% | -50.6% | -12.9% |
| YTD | -1.2% | -7.4% | +6.2% | -1.2% |
| 1Y | -1.6% | -19.6% | +18.1% | -1.8% |
| All | -11.9% | +32.9% | -44.8% | -16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling