-3.9%
PEP vs MSFU
+88.0%
-91.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.9% | +2.2% |
| 7D | +2.9% | -2.8% | +5.7% | +2.9% |
| 30D | +12.5% | -5.3% | +17.8% | +12.5% |
| 3M | +4.5% | +7.2% | -2.7% | +4.4% |
| 6M | -0.5% | +51.0% | -51.5% | -1.2% |
| YTD | +4.4% | -1.2% | +5.7% | +4.5% |
| 1Y | +4.4% | -10.3% | +14.7% | +4.7% |
| 3Y | -3.4% | +22.2% | -25.6% | -7.0% |
| All | -3.9% | +88.0% | -91.9% | -13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling