+1.7%
PPL vs MSTU
-88.0%
+89.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.3% | -10.3% | +0.1% |
| 7D | +1.8% | -4.8% | +6.6% | +1.8% |
| 30D | +8.4% | -29.6% | +38.0% | +8.4% |
| 3M | +2.4% | +69.4% | -67.0% | +2.2% |
| 6M | -4.0% | -62.2% | +58.3% | -3.1% |
| YTD | +4.5% | -61.1% | +65.5% | +5.0% |
| 1Y | +1.7% | -87.2% | +88.9% | +3.8% |
| All | +1.7% | -88.0% | +89.7% | +3.8% |
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