-90.1%
MSTU vs PTC
+10.3%
-100.3%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +0.1% | -13.0% | -12.9% |
| 7D | -23.0% | +0.8% | -23.8% | -23.4% |
| 30D | -47.7% | +1.2% | -48.9% | -48.0% |
| 3M | +12.5% | +32.6% | -20.1% | -3.7% |
| 6M | -76.1% | +36.1% | -112.1% | -79.5% |
| YTD | -75.5% | +12.7% | -88.1% | -73.3% |
| 1Y | -90.1% | +10.2% | -100.2% | -88.9% |
| All | -90.1% | +10.3% | -100.3% | -88.9% |
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