-88.6%
MSTU vs PENG
+88.9%
-177.6%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +12.4% | -13.8% | -5.5% |
| 7D | -4.3% | -19.4% | +15.2% | +2.0% |
| 30D | -34.6% | -42.4% | +7.8% | -22.6% |
| 3M | +39.0% | -25.6% | +64.7% | +49.4% |
| 6M | -70.5% | +7.3% | -77.8% | -80.6% |
| YTD | -68.6% | +113.9% | -182.5% | -90.5% |
| 1Y | -88.6% | +93.6% | -182.2% | -96.2% |
| All | -88.6% | +88.9% | -177.6% | -96.2% |
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