-12.0%
PEP vs MSTU
-89.4%
+77.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -18.3% | +18.5% | 0.0% |
| 7D | +6.7% | -18.2% | +24.9% | +6.5% |
| 30D | +13.5% | -42.7% | +56.2% | +13.1% |
| 3M | +3.9% | +37.0% | -33.1% | +4.3% |
| 6M | -6.0% | -70.1% | +64.1% | -6.5% |
| YTD | +2.5% | -68.2% | +70.6% | +2.2% |
| 1Y | +3.9% | -90.1% | +94.0% | +3.0% |
| All | -12.0% | -89.4% | +77.4% | -13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling