-89.8%
MSTU vs PCOR
+31.1%
-120.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.1% |
| 7D | -4.3% | +22.7% | -27.0% | -23.5% |
| 30D | -34.6% | +37.5% | -72.0% | -53.2% |
| 3M | +39.0% | +35.2% | +3.8% | +3.0% |
| 6M | -70.5% | +42.2% | -112.7% | -79.9% |
| YTD | -68.6% | +3.6% | -72.2% | -69.5% |
| 1Y | -88.6% | -4.8% | -83.9% | -87.6% |
| All | -89.8% | +31.1% | -120.9% | -93.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling