+112.5%
PSX vs MSTU
-86.5%
+199.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -8.6% | +10.2% | +1.8% |
| 7D | +2.8% | +16.1% | -13.3% | +2.3% |
| 30D | +27.8% | +68.7% | -40.9% | +25.2% |
| 3M | +42.0% | -11.0% | +53.0% | +41.1% |
| 6M | +58.1% | -33.4% | +91.5% | +56.8% |
| YTD | +105.0% | -59.5% | +164.5% | +104.7% |
| 1Y | +104.9% | -93.4% | +198.3% | +119.2% |
| All | +112.5% | -86.5% | +199.0% | +116.0% |
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