+60.1%
PH vs MSTU
-92.2%
+152.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.0% | +5.0% | +0.2% |
| 7D | +4.3% | -25.8% | +30.2% | +5.7% |
| 30D | +0.1% | -43.9% | +44.0% | +2.3% |
| 3M | -9.4% | +2.9% | -12.3% | -10.9% |
| 6M | +8.8% | -75.5% | +84.3% | +13.5% |
| YTD | +9.6% | -76.7% | +86.3% | +11.5% |
| 1Y | +14.4% | -88.9% | +103.4% | +21.5% |
| All | +60.1% | -92.2% | +152.4% | +61.9% |
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 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