-88.0%
MSTU vs PSKY
+4.1%
-92.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.1% | +1.5% | +2.9% |
| 7D | -16.6% | -2.4% | -14.2% | -16.0% |
| 30D | +69.7% | +11.6% | +58.1% | +64.6% |
| 3M | -7.5% | +1.5% | -9.0% | -7.5% |
| 6M | -43.1% | +7.7% | -50.8% | -43.4% |
| YTD | -63.0% | -20.1% | -42.9% | -60.9% |
| 1Y | -93.8% | -38.3% | -55.5% | -93.0% |
| All | -88.0% | +4.1% | -92.0% | -89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 10y: compounded portfolio wealth divided by compounded PSKY 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…
10y analysis · Full analysis span regression · 6 months rolling