-12.3%
PEP vs MSTU
-91.8%
+79.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -12.9% | +11.7% | -1.3% |
| 7D | -0.3% | -23.0% | +22.7% | -0.5% |
| 30D | +11.8% | -47.7% | +59.4% | +11.2% |
| 3M | +3.7% | +12.5% | -8.8% | +3.8% |
| 6M | -4.3% | -76.1% | +71.8% | -5.0% |
| YTD | +2.1% | -75.5% | +77.6% | +1.6% |
| 1Y | +2.5% | -90.1% | +92.6% | +1.5% |
| All | -12.3% | -91.8% | +79.6% | -14.0% |
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