-93.7%
MSTU vs PTC
-39.6%
-54.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.3% | -2.2% | -2.4% |
| 7D | +12.9% | -13.6% | +26.5% | +29.2% |
| 30D | +68.3% | -14.7% | +83.0% | +97.4% |
| 3M | +0.4% | -5.9% | +6.3% | +8.0% |
| 6M | -41.5% | -21.1% | -20.4% | -16.7% |
| YTD | -61.7% | -26.0% | -35.7% | -38.6% |
| 1Y | -93.7% | -36.8% | -56.8% | -81.4% |
| All | -93.7% | -39.6% | -54.0% | -81.4% |
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