+26.8%
PH vs MSTU
-93.7%
+120.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.4% | +4.8% | -0.6% |
| 7D | 0.0% | +12.9% | -12.9% | -0.1% |
| 30D | -10.3% | +68.3% | -78.6% | -10.4% |
| 3M | +5.1% | +0.4% | +4.7% | +5.3% |
| 6M | +2.3% | -41.5% | +43.8% | +2.5% |
| YTD | +8.7% | -61.7% | +70.4% | +8.6% |
| 1Y | +26.8% | -93.7% | +120.4% | +37.7% |
| All | +26.8% | -93.7% | +120.5% | +37.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling