-1.4%
PPL vs MSTU
-90.8%
+89.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -12.9% | +12.4% | -0.5% |
| 7D | -2.2% | -23.0% | +20.8% | -2.3% |
| 30D | +1.7% | -47.7% | +49.4% | +1.5% |
| 3M | +0.1% | +12.5% | -12.4% | -0.2% |
| 6M | -1.5% | -76.1% | +74.5% | -0.8% |
| YTD | +3.0% | -75.5% | +78.5% | +3.4% |
| 1Y | -1.4% | -90.1% | +88.6% | +0.5% |
| All | -1.4% | -90.8% | +89.4% | +0.5% |
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