+0.8%
PPL vs MSTU
-90.4%
+91.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.0% | +6.3% | +1.3% |
| 7D | -0.4% | -25.8% | +25.4% | -0.5% |
| 30D | +2.6% | -43.9% | +46.5% | +2.5% |
| 3M | +0.8% | +2.9% | -2.1% | +0.5% |
| 6M | +1.4% | -75.5% | +76.9% | +2.1% |
| YTD | +4.3% | -76.7% | +81.0% | +4.7% |
| 1Y | +0.8% | -88.9% | +89.7% | +1.7% |
| All | +0.8% | -90.4% | +91.2% | +1.7% |
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