+104.4%
PANW vs MSTU
-86.5%
+190.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -8.6% | +9.8% | +1.7% |
| 7D | -6.9% | +16.1% | -23.1% | -8.3% |
| 30D | -7.4% | +68.7% | -76.0% | -11.5% |
| 3M | +26.5% | -11.0% | +37.5% | +24.6% |
| 6M | +104.2% | -33.4% | +137.5% | +101.9% |
| YTD | +82.9% | -59.5% | +142.5% | +83.0% |
| 1Y | +70.7% | -93.4% | +164.1% | +88.2% |
| All | +104.4% | -86.5% | +190.9% | +108.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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