-86.8%
MSTU vs PTC
-24.3%
-62.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -5.5% | -3.1% | -2.0% |
| 7D | +16.1% | -12.8% | +28.9% | +36.9% |
| 30D | +68.7% | -9.8% | +78.4% | +94.2% |
| 3M | -11.0% | -2.1% | -8.9% | -11.1% |
| 6M | -33.4% | -18.1% | -15.3% | -14.3% |
| YTD | -59.5% | -23.5% | -36.0% | -41.8% |
| 1Y | -93.4% | -37.4% | -56.0% | -86.6% |
| All | -86.8% | -24.3% | -62.5% | -83.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling