-15.1%
PEP vs MSTU
-85.2%
+70.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.7% |
| 7D | -1.4% | +21.3% | -22.7% | -1.2% |
| 30D | +0.2% | +90.8% | -90.6% | +0.7% |
| 3M | -1.1% | -6.8% | +5.6% | -1.0% |
| 6M | -13.5% | -39.8% | +26.3% | -13.6% |
| YTD | -1.2% | -55.7% | +54.5% | -1.4% |
| 1Y | -1.6% | -92.7% | +91.1% | -2.6% |
| All | -15.1% | -85.2% | +70.1% | -16.6% |
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 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