-14.6%
PEP vs MSTU
-86.5%
+71.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -8.6% | +9.2% | +0.5% |
| 7D | +0.1% | +16.1% | -16.0% | +0.2% |
| 30D | +0.7% | +68.7% | -68.0% | +1.0% |
| 3M | -0.5% | -11.0% | +10.5% | -0.5% |
| 6M | -11.3% | -33.4% | +22.1% | -11.4% |
| YTD | -0.6% | -59.5% | +58.9% | -0.8% |
| 1Y | +1.7% | -93.4% | +95.0% | +0.5% |
| All | -14.6% | -86.5% | +71.9% | -16.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling