-86.8%
MSTU vs PCOR
-2.2%
-84.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -3.2% | -5.5% | -5.4% |
| 7D | +16.1% | -6.9% | +23.1% | +25.8% |
| 30D | +68.7% | -1.5% | +70.2% | +74.1% |
| 3M | -11.0% | +18.5% | -29.5% | -24.8% |
| 6M | -33.4% | -4.7% | -28.7% | -32.5% |
| YTD | -59.5% | -22.8% | -36.7% | -46.4% |
| 1Y | -93.4% | -20.7% | -72.6% | -91.6% |
| All | -86.8% | -2.2% | -84.6% | -89.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling