-88.0%
MSTU vs TPG
-10.8%
-77.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.6% | +2.0% | +0.8% |
| 7D | -16.6% | -9.4% | -7.2% | -1.1% |
| 30D | +69.7% | -5.3% | +75.0% | +88.0% |
| 3M | -7.5% | +12.9% | -20.4% | -27.0% |
| 6M | -43.1% | +20.1% | -63.2% | -59.7% |
| YTD | -63.0% | -22.5% | -40.5% | -40.0% |
| 1Y | -93.8% | -19.7% | -74.1% | -90.9% |
| All | -88.0% | -10.8% | -77.1% | -79.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling