-9.1%
PEP vs MSFU
+76.3%
-85.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | -0.6% |
| 7D | -1.4% | -5.7% | +4.3% | -1.3% |
| 30D | +0.2% | +4.2% | -3.9% | +0.2% |
| 3M | -1.1% | +27.9% | -29.0% | -1.6% |
| 6M | -13.5% | +37.1% | -50.6% | -14.0% |
| YTD | -1.2% | -7.4% | +6.2% | -1.0% |
| 1Y | -1.6% | -19.6% | +18.1% | -1.1% |
| 3Y | -12.5% | +33.2% | -45.7% | -17.3% |
| All | -9.1% | +76.3% | -85.4% | -17.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling