-93.8%
MSTU vs PPG
-0.8%
-93.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.1% | +3.2% |
| 7D | -16.6% | -6.2% | -10.3% | -11.7% |
| 30D | +69.7% | -7.9% | +77.6% | +81.9% |
| 3M | -7.5% | -10.2% | +2.7% | +1.4% |
| 6M | -43.1% | +2.7% | -45.8% | -44.1% |
| YTD | -63.0% | +4.9% | -67.9% | -66.4% |
| 1Y | -93.8% | -3.2% | -90.6% | -91.5% |
| All | -93.8% | -0.8% | -93.0% | -91.5% |
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