-94.0%
MSTU vs PEG
-6.5%
-87.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.2% | -6.6% | -6.8% |
| 7D | -22.0% | -0.9% | -21.1% | -22.2% |
| 30D | +60.3% | -2.8% | +63.1% | +59.3% |
| 3M | -3.7% | -6.9% | +3.2% | -5.7% |
| 6M | -45.2% | -11.4% | -33.8% | -44.7% |
| YTD | -64.3% | -7.4% | -56.9% | -64.5% |
| 1Y | -94.0% | -8.3% | -85.8% | -93.9% |
| All | -94.0% | -6.5% | -87.5% | -93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 1y: compounded portfolio wealth divided by compounded PEG 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…
1y analysis · Full analysis span regression · 6 months rolling