-87.5%
MSTU vs PSKY
+0.3%
-87.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -5.4% | -0.1% | -3.8% |
| 7D | +12.9% | -6.8% | +19.7% | +15.5% |
| 30D | +68.3% | +10.2% | +58.1% | +63.9% |
| 3M | +0.4% | +0.3% | +0.1% | +0.9% |
| 6M | -41.5% | -7.8% | -33.8% | -39.8% |
| YTD | -61.7% | -23.0% | -38.7% | -59.1% |
| 1Y | -93.7% | -31.6% | -62.0% | -93.0% |
| All | -87.5% | +0.3% | -87.9% | -89.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling