-87.2%
MSTU vs PENG
+120.5%
-207.6%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -9.1% | +19.4% | +13.2% |
| 7D | -4.8% | -20.5% | +15.6% | +2.1% |
| 30D | -29.6% | -20.4% | -9.2% | -25.0% |
| 3M | +69.4% | -16.4% | +85.8% | +75.0% |
| 6M | -62.2% | +49.2% | -111.5% | -80.6% |
| YTD | -61.1% | +147.2% | -208.3% | -89.2% |
| 1Y | -87.2% | +124.7% | -211.8% | -96.0% |
| All | -87.2% | +120.5% | -207.6% | -96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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