-90.8%
MSTU vs PENG
+155.4%
-246.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +10.3% | -8.4% | -3.4% |
| 7D | -27.7% | +1.9% | -29.6% | -29.2% |
| 30D | -40.3% | -37.8% | -2.5% | -24.8% |
| 3M | +26.4% | -14.1% | +40.5% | +28.2% |
| 6M | -75.7% | +13.1% | -88.8% | -85.3% |
| YTD | -71.9% | +151.8% | -223.7% | -92.7% |
| 1Y | -89.3% | +136.0% | -225.3% | -97.0% |
| All | -90.8% | +155.4% | -246.3% | -97.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling