-85.6%
MSTU vs PENG
+168.5%
-254.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +6.4% | -9.6% | -6.7% |
| 7D | +21.3% | +4.5% | +16.8% | +18.5% |
| 30D | +90.8% | -7.1% | +97.9% | +95.4% |
| 3M | -6.8% | -27.3% | +20.5% | -2.1% |
| 6M | -39.8% | +169.6% | -209.4% | -84.2% |
| YTD | -55.7% | +164.6% | -220.3% | -88.2% |
| 1Y | -92.7% | +109.5% | -202.1% | -97.5% |
| All | -85.6% | +168.5% | -254.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling