+3,280.3%
PEP vs MSI
+4,479.6%
-1,199.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.8% | -0.3% |
| 7D | +6.7% | +5.1% | +1.6% | +6.0% |
| 30D | +13.5% | +13.3% | +0.2% | +11.7% |
| 3M | +3.9% | +18.3% | -14.4% | +1.6% |
| 6M | -6.0% | +18.7% | -24.7% | -8.3% |
| YTD | +2.5% | +36.0% | -33.5% | -2.0% |
| 1Y | +3.9% | +32.6% | -28.6% | -0.2% |
| 3Y | -4.7% | +78.3% | -83.0% | -12.3% |
| 5Y | +1.1% | +121.6% | -120.5% | -10.0% |
| 10Y | +83.8% | +689.0% | -605.2% | +40.1% |
| All | +3,280.3% | +4,479.6% | -1,199.3% | +1,190.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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