-87.5%
MSTU vs PBF
+147.2%
-234.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.3% |
| 7D | +12.9% | +1.4% | +11.5% | +12.3% |
| 30D | +68.3% | +15.8% | +52.5% | +58.3% |
| 3M | +0.4% | +90.3% | -89.9% | -21.9% |
| 6M | -41.5% | +102.8% | -144.3% | -58.4% |
| YTD | -61.7% | +187.3% | -249.0% | -76.9% |
| 1Y | -93.7% | +161.8% | -255.5% | -96.2% |
| All | -87.5% | +147.2% | -234.7% | -94.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling