-87.5%
MSTU vs PTC
-26.8%
-60.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.3% | -2.2% | -1.5% |
| 7D | +12.9% | -13.6% | +26.5% | +34.7% |
| 30D | +68.3% | -14.7% | +83.0% | +107.4% |
| 3M | +0.4% | -5.9% | +6.3% | +5.6% |
| 6M | -41.5% | -21.1% | -20.4% | -21.1% |
| YTD | -61.7% | -26.0% | -35.7% | -42.7% |
| 1Y | -93.7% | -36.8% | -56.8% | -87.5% |
| All | -87.5% | -26.8% | -60.7% | -83.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling