-92.7%
MSTU vs TPG
-6.0%
-86.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -1.8% |
| 7D | +21.3% | -2.4% | +23.8% | +26.2% |
| 30D | +90.8% | +11.1% | +79.7% | +69.6% |
| 3M | -6.8% | +26.3% | -33.0% | -30.8% |
| 6M | -39.8% | +18.3% | -58.2% | -49.8% |
| YTD | -55.7% | -14.4% | -41.3% | -47.7% |
| 1Y | -92.7% | -6.7% | -85.9% | -91.5% |
| All | -92.7% | -6.0% | -86.7% | -91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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