-88.4%
MSTU vs PNC
+43.0%
-131.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.0% | -7.7% | -8.4% |
| 7D | -22.0% | -0.9% | -21.1% | -20.7% |
| 30D | +60.3% | -4.4% | +64.7% | +70.6% |
| 3M | -3.7% | +5.3% | -9.0% | -16.8% |
| 6M | -45.2% | +19.6% | -64.8% | -64.1% |
| YTD | -64.3% | +19.1% | -83.5% | -77.0% |
| 1Y | -94.0% | +24.3% | -118.3% | -96.5% |
| All | -88.4% | +43.0% | -131.4% | -95.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling