-92.7%
MSTU vs PNC
+23.0%
-115.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.3% | -3.3% |
| 7D | +21.3% | +1.4% | +19.9% | +20.5% |
| 30D | +90.8% | -3.8% | +94.6% | +94.2% |
| 3M | -6.8% | +9.0% | -15.8% | -16.5% |
| 6M | -39.8% | +16.6% | -56.5% | -50.4% |
| YTD | -55.7% | +20.4% | -76.1% | -63.1% |
| 1Y | -92.7% | +22.3% | -115.0% | -94.3% |
| All | -92.7% | +23.0% | -115.7% | -94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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