-11.2%
PEP vs MSTU
-90.6%
+79.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.2% |
| 7D | +1.1% | -27.7% | +28.8% | +0.8% |
| 30D | +13.6% | -40.3% | +53.9% | +13.2% |
| 3M | +5.1% | +26.4% | -21.3% | +5.4% |
| 6M | -1.6% | -75.7% | +74.1% | -2.3% |
| YTD | +3.3% | -71.9% | +75.2% | +2.9% |
| 1Y | +3.2% | -89.3% | +92.5% | +2.3% |
| All | -11.2% | -90.6% | +79.4% | -12.9% |
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