-87.2%
MSTU vs PPG
+38.5%
-125.6%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +5.0% | +5.4% | +6.6% |
| 7D | -4.8% | +7.5% | -12.3% | -10.0% |
| 30D | -29.6% | +20.9% | -50.5% | -38.9% |
| 3M | +69.4% | +8.7% | +60.7% | +58.7% |
| 6M | -62.2% | +23.8% | -86.1% | -68.0% |
| YTD | -61.1% | +26.5% | -87.6% | -65.4% |
| 1Y | -87.2% | +37.6% | -124.8% | -88.3% |
| All | -87.2% | +38.5% | -125.6% | -88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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