+60.0%
PH vs MSTU
-90.1%
+150.0%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -5.1% | +9.3% | +4.5% |
| 7D | +3.0% | -9.3% | +12.3% | +3.4% |
| 30D | -0.6% | -38.3% | +37.7% | +1.1% |
| 3M | -10.7% | +24.0% | -34.8% | -12.9% |
| 6M | +9.1% | -72.1% | +81.1% | +13.3% |
| YTD | +9.5% | -70.2% | +79.7% | +10.2% |
| 1Y | +14.0% | -89.6% | +103.6% | +22.3% |
| All | +60.0% | -90.1% | +150.0% | +60.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling