+76.3%
PM vs MSTU
-90.6%
+166.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +1.1% |
| 7D | -7.1% | -27.7% | +20.7% | -7.2% |
| 30D | -2.8% | -40.3% | +37.5% | -3.0% |
| 3M | +6.3% | +26.4% | -20.1% | +6.4% |
| 6M | +9.6% | -75.7% | +85.4% | +9.8% |
| YTD | +25.6% | -71.9% | +97.5% | +25.8% |
| 1Y | +29.7% | -89.3% | +118.9% | +28.7% |
| All | +76.3% | -90.6% | +166.9% | +77.9% |
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