-87.2%
MSTU vs PTC
+0.1%
-87.2%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.6% | +9.8% | +10.0% |
| 7D | -4.8% | +0.1% | -5.0% | -4.9% |
| 30D | -29.6% | +1.5% | -31.1% | -30.1% |
| 3M | +69.4% | +37.8% | +31.6% | +40.1% |
| 6M | -62.2% | +41.2% | -103.5% | -70.0% |
| YTD | -61.1% | +12.0% | -73.1% | -57.5% |
| 1Y | -87.2% | +1.6% | -88.8% | -84.2% |
| All | -87.2% | +0.1% | -87.2% | -84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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