-0.1%
PSA vs MSTU
-92.2%
+92.1%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.0% | +4.8% | -0.2% |
| 7D | -1.4% | -25.8% | +24.4% | -1.2% |
| 30D | +15.2% | -43.9% | +59.0% | +15.6% |
| 3M | +2.2% | +2.9% | -0.7% | +1.7% |
| 6M | +11.7% | -75.5% | +87.2% | +12.8% |
| YTD | +32.0% | -76.7% | +108.7% | +32.4% |
| 1Y | +26.3% | -88.9% | +115.2% | +27.3% |
| All | -0.1% | -92.2% | +92.1% | +4.9% |
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