-87.2%
MSTU vs PCOR
+4.0%
-91.2%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +19.7% | -9.3% | -4.5% |
| 7D | -4.8% | +21.8% | -26.7% | -18.8% |
| 30D | -29.6% | +39.5% | -69.1% | -45.6% |
| 3M | +69.4% | +35.2% | +34.1% | +37.3% |
| 6M | -62.2% | +21.7% | -84.0% | -66.9% |
| YTD | -61.1% | +3.9% | -65.0% | -66.4% |
| 1Y | -87.2% | +6.9% | -94.1% | -88.8% |
| All | -87.2% | +4.0% | -91.2% | -88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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