-89.8%
MSTU vs PENG
+117.0%
-206.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +12.4% | -13.8% | -7.9% |
| 7D | -4.3% | -19.4% | +15.2% | +5.4% |
| 30D | -34.6% | -42.4% | +7.8% | -13.7% |
| 3M | +39.0% | -25.6% | +64.7% | +52.9% |
| 6M | -70.5% | +7.3% | -77.8% | -82.5% |
| YTD | -68.6% | +113.9% | -182.5% | -91.1% |
| 1Y | -88.6% | +93.6% | -182.2% | -96.4% |
| All | -89.8% | +117.0% | -206.7% | -97.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling