-38.2%
MSTU vs PNC
+21.5%
-59.7%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -1.1% | -7.5% | -8.7% |
| 7D | +16.1% | +2.3% | +13.9% | +16.9% |
| 30D | +68.7% | -3.8% | +72.5% | +66.9% |
| 3M | -11.0% | +7.8% | -18.8% | -19.0% |
| All | -38.2% | +21.5% | -59.7% | -57.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling