-4.6%
PEP vs MSFU
+35.1%
-39.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.4% | +7.6% | 0.0% |
| 7D | +6.7% | +1.0% | +5.6% | +6.7% |
| 30D | +13.5% | +0.6% | +12.9% | +13.6% |
| 3M | +3.9% | +16.4% | -12.5% | +4.4% |
| 6M | -6.0% | +53.0% | -59.0% | -4.9% |
| YTD | +2.5% | +3.5% | -1.0% | +2.7% |
| 1Y | +3.9% | -7.8% | +11.8% | +3.9% |
| All | -4.6% | +35.1% | -39.7% | -7.0% |
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