-10.2%
PSA vs MSTU
-85.2%
+75.0%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +1.9% | -1.2% |
| 7D | -3.7% | +21.3% | -25.0% | -3.9% |
| 30D | -7.7% | +90.8% | -98.6% | -8.5% |
| 3M | -0.6% | -6.8% | +6.2% | -0.8% |
| 6M | -0.9% | -39.8% | +38.9% | -0.8% |
| YTD | +18.7% | -55.7% | +74.3% | +18.5% |
| 1Y | +7.6% | -92.7% | +100.3% | +8.7% |
| All | -10.2% | -85.2% | +75.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling