+113.9%
PSX vs MSTU
-87.2%
+201.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.4% | +6.1% | +0.8% |
| 7D | +1.8% | +12.9% | -11.1% | +1.3% |
| 30D | +21.6% | +68.3% | -46.7% | +19.2% |
| 3M | +46.5% | +0.4% | +46.1% | +44.9% |
| 6M | +62.0% | -41.5% | +103.5% | +61.4% |
| YTD | +106.3% | -61.7% | +168.0% | +106.2% |
| 1Y | +103.0% | -93.7% | +196.6% | +117.3% |
| All | +113.9% | -87.2% | +201.1% | +117.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling