-13.4%
PG vs MSTU
-87.2%
+73.8%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.4% | +3.4% | -2.1% |
| 7D | -3.4% | +12.9% | -16.3% | -3.2% |
| 30D | -2.6% | +68.3% | -70.9% | -2.0% |
| 3M | -3.3% | +0.4% | -3.7% | -3.1% |
| 6M | -6.7% | -41.5% | +34.8% | -6.8% |
| YTD | +1.7% | -61.7% | +63.5% | +1.6% |
| 1Y | -7.9% | -93.7% | +85.7% | -9.3% |
| All | -13.4% | -87.2% | +73.8% | -13.8% |
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