-87.5%
MSTU vs PEG
-8.9%
-78.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.3% | -4.1% | -4.2% |
| 7D | +12.9% | -0.1% | +13.0% | +13.2% |
| 30D | +68.3% | -1.7% | +70.1% | +69.8% |
| 3M | +0.4% | -6.8% | +7.2% | +5.1% |
| 6M | -41.5% | -11.4% | -30.2% | -35.7% |
| YTD | -61.7% | -7.2% | -54.5% | -60.6% |
| 1Y | -93.7% | -6.1% | -87.5% | -93.7% |
| All | -87.5% | -8.9% | -78.7% | -84.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling