-89.3%
MSTU vs PCOR
-4.3%
-85.0%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.5% | -6.6% | -6.3% |
| 7D | -9.3% | +22.2% | -31.5% | -24.1% |
| 30D | -38.3% | +36.0% | -74.3% | -52.6% |
| 3M | +24.0% | +34.0% | -10.0% | -1.5% |
| 6M | -72.1% | +43.5% | -115.6% | -78.7% |
| YTD | -70.2% | +5.1% | -75.3% | -69.2% |
| All | -89.3% | -4.3% | -85.0% | -86.6% |
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