-94.0%
MSTU vs PBF
+167.4%
-261.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.7% | -7.5% | -6.9% |
| 7D | -22.0% | +2.3% | -24.3% | -22.2% |
| 30D | +60.3% | +11.6% | +48.7% | +57.5% |
| 3M | -3.7% | +81.7% | -85.5% | -11.6% |
| 6M | -45.2% | +96.4% | -141.6% | -52.6% |
| YTD | -64.3% | +189.5% | -253.8% | -71.6% |
| 1Y | -94.0% | +180.7% | -274.8% | -94.9% |
| All | -94.0% | +167.4% | -261.4% | -94.9% |
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