-92.7%
MSTU vs PPG
+5.2%
-97.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.6% | -4.8% | -4.4% |
| 7D | +21.3% | -1.5% | +22.8% | +22.7% |
| 30D | +90.8% | -5.0% | +95.8% | +98.9% |
| 3M | -6.8% | +1.1% | -7.9% | -8.4% |
| 6M | -39.8% | -3.2% | -36.7% | -41.1% |
| YTD | -55.7% | +11.9% | -67.6% | -61.5% |
| 1Y | -92.7% | +5.3% | -98.0% | -92.7% |
| All | -92.7% | +5.2% | -97.9% | -92.7% |
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