+0.1%
PSA vs MSTU
-91.8%
+91.9%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -12.9% | +12.2% | -0.6% |
| 7D | -2.1% | -23.0% | +20.9% | -1.9% |
| 30D | +15.6% | -47.7% | +63.3% | +16.1% |
| 3M | +4.1% | +12.5% | -8.4% | +3.5% |
| 6M | +9.2% | -76.1% | +85.3% | +10.4% |
| YTD | +32.3% | -75.5% | +107.8% | +32.6% |
| 1Y | +26.2% | -90.1% | +116.2% | +27.3% |
| All | +0.1% | -91.8% | +91.9% | +5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling