-87.2%
MSTU vs PTEN
+79.8%
-167.0%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -9.4% | +19.7% | +9.1% |
| 7D | -4.8% | -15.5% | +10.6% | -6.4% |
| 30D | -29.6% | -7.8% | -21.8% | -30.2% |
| 3M | +69.4% | +6.4% | +63.0% | +63.5% |
| 6M | -62.2% | -11.9% | -50.4% | -61.9% |
| YTD | -61.1% | +79.4% | -140.5% | -80.8% |
| 1Y | -87.2% | +84.9% | -172.1% | -94.0% |
| All | -87.2% | +79.8% | -167.0% | -94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 PTEN 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