-90.1%
MSTU vs PCOR
-4.6%
-85.5%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.3% | -7.0% | -7.0% |
| 7D | -21.7% | +20.7% | -42.5% | -33.8% |
| 30D | -42.8% | +35.7% | -78.4% | -56.0% |
| 3M | +21.4% | +31.1% | -9.6% | -1.9% |
| 6M | -74.1% | +43.1% | -117.2% | -80.2% |
| YTD | -72.4% | +4.8% | -77.2% | -71.3% |
| 1Y | -90.1% | -3.7% | -86.4% | -87.5% |
| All | -90.1% | -4.6% | -85.5% | -87.5% |
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