-10.3%
PSA vs MSTU
-86.5%
+76.2%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.6% | +8.5% | 0.0% |
| 7D | -0.4% | +16.1% | -16.6% | -0.6% |
| 30D | -8.2% | +68.7% | -76.8% | -8.8% |
| 3M | -2.1% | -11.0% | +8.8% | -2.3% |
| 6M | -0.2% | -33.4% | +33.2% | -0.2% |
| YTD | +18.5% | -59.5% | +78.0% | +18.5% |
| 1Y | +6.6% | -93.4% | +99.9% | +7.7% |
| All | -10.3% | -86.5% | +76.2% | -6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling