-92.7%
MSTU vs PCOR
-14.7%
-78.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.3% | +1.1% | +0.2% |
| 7D | +21.3% | -9.0% | +30.3% | +31.1% |
| 30D | +90.8% | +4.2% | +86.7% | +88.2% |
| 3M | -6.8% | +14.4% | -21.2% | -13.7% |
| 6M | -39.8% | +0.2% | -40.0% | -40.1% |
| YTD | -55.7% | -20.3% | -35.4% | -46.9% |
| 1Y | -92.7% | -16.1% | -76.5% | -90.9% |
| All | -92.7% | -14.7% | -78.0% | -90.9% |
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