-86.8%
MSTU vs PTEN
+65.5%
-152.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +1.9% | -10.6% | -9.8% |
| 7D | +16.1% | -1.0% | +17.2% | +15.6% |
| 30D | +68.7% | +29.3% | +39.4% | +39.8% |
| 3M | -11.0% | +7.2% | -18.2% | -18.3% |
| 6M | -33.4% | +43.5% | -76.9% | -57.1% |
| YTD | -59.5% | +113.2% | -172.8% | -82.2% |
| 1Y | -93.4% | +135.1% | -228.4% | -97.4% |
| All | -86.8% | +65.5% | -152.4% | -93.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling