+17.6%
PM vs MSTU
-93.3%
+110.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -8.6% | +9.8% | +1.2% |
| 7D | -1.3% | +16.1% | -17.4% | -1.3% |
| 30D | -2.6% | +68.7% | -71.2% | -2.8% |
| 3M | +5.8% | -11.0% | +16.8% | +6.0% |
| 6M | +10.6% | -33.4% | +43.9% | +11.7% |
| YTD | +17.2% | -59.5% | +76.7% | +18.3% |
| 1Y | +17.6% | -93.4% | +111.0% | +6.5% |
| All | +17.6% | -93.3% | +110.9% | +6.5% |
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