-86.8%
MSTU vs PSKY
+6.0%
-92.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.6% | -8.1% | -8.5% |
| 7D | +16.1% | +2.4% | +13.8% | +15.4% |
| 30D | +68.7% | +17.5% | +51.1% | +61.0% |
| 3M | -11.0% | +4.4% | -15.4% | -11.7% |
| 6M | -33.4% | -9.0% | -24.4% | -31.8% |
| YTD | -59.5% | -18.6% | -40.9% | -57.5% |
| 1Y | -93.4% | -27.7% | -65.6% | -92.8% |
| All | -86.8% | +6.0% | -92.8% | -89.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling