-87.2%
MSTU vs PBF
+120.1%
-207.2%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -6.7% | +17.0% | +10.4% |
| 7D | -4.8% | -0.9% | -3.9% | -5.0% |
| 30D | -29.6% | -13.7% | -15.8% | -29.2% |
| 3M | +69.4% | +10.6% | +58.8% | +63.4% |
| 6M | -62.2% | +61.2% | -123.4% | -66.0% |
| YTD | -61.1% | +172.7% | -233.8% | -72.8% |
| 1Y | -87.2% | +111.0% | -198.2% | -90.4% |
| All | -87.2% | +120.1% | -207.2% | -90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 1y: compounded portfolio wealth divided by compounded PBF 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…
1y analysis · Full analysis span regression · 6 months rolling