-93.8%
MSTU vs PSKY
-28.3%
-65.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.1% | +1.5% | +2.7% |
| 7D | -16.6% | -2.4% | -14.2% | -15.7% |
| 30D | +69.7% | +11.6% | +58.1% | +63.2% |
| 3M | -7.5% | +1.5% | -9.0% | -7.4% |
| 6M | -43.1% | +7.7% | -50.8% | -42.9% |
| YTD | -63.0% | -20.1% | -42.9% | -59.7% |
| 1Y | -93.8% | -38.3% | -55.5% | -92.3% |
| All | -93.8% | -28.3% | -65.5% | -92.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling