-90.3%
MSTU vs PCOR
+33.1%
-123.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.5% | -6.6% | -6.6% |
| 7D | -9.3% | +22.2% | -31.5% | -27.2% |
| 30D | -38.3% | +36.0% | -74.3% | -55.4% |
| 3M | +24.0% | +34.0% | -10.0% | -7.5% |
| 6M | -72.1% | +43.5% | -115.6% | -81.1% |
| YTD | -70.2% | +5.1% | -75.3% | -71.5% |
| 1Y | -89.6% | -3.9% | -85.7% | -88.7% |
| All | -90.3% | +33.1% | -123.4% | -94.3% |
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