-92.0%
MSTU vs PBF
+130.3%
-222.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +2.2% | -15.2% | -13.5% |
| 7D | -23.0% | +4.3% | -27.3% | -23.9% |
| 30D | -47.7% | -21.8% | -25.9% | -44.5% |
| 3M | +12.5% | +1.7% | +10.8% | +7.9% |
| 6M | -76.1% | +69.8% | -145.9% | -81.2% |
| YTD | -75.5% | +167.7% | -243.2% | -85.2% |
| 1Y | -90.1% | +89.0% | -179.0% | -92.9% |
| All | -92.0% | +130.3% | -222.3% | -96.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling