-87.5%
MSTU vs PPG
-11.8%
-75.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.3% | -3.1% | -2.5% |
| 7D | +12.9% | -3.7% | +16.6% | +18.5% |
| 30D | +68.3% | -7.2% | +75.6% | +84.7% |
| 3M | +0.4% | -7.3% | +7.7% | +9.9% |
| 6M | -41.5% | +0.3% | -41.8% | -42.7% |
| YTD | -61.7% | +6.5% | -68.2% | -67.7% |
| 1Y | -93.7% | +0.5% | -94.2% | -94.1% |
| All | -87.5% | -11.8% | -75.7% | -86.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling