-1.6%
PEP vs MSTU
-74.0%
+72.4%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.3% |
| 7D | +1.1% | -27.7% | +28.8% | +0.5% |
| 30D | +13.6% | -40.3% | +53.9% | +12.7% |
| 3M | +5.1% | +26.4% | -21.3% | +4.6% |
| 6M | -1.6% | -75.7% | +74.1% | -9.0% |
| All | -1.6% | -74.0% | +72.4% | -9.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling