-87.5%
MSTU vs PNC
+41.7%
-129.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -3.9% |
| 7D | +12.9% | -0.7% | +13.6% | +15.1% |
| 30D | +68.3% | -4.4% | +72.7% | +79.0% |
| 3M | +0.4% | +4.5% | -4.1% | -12.1% |
| 6M | -41.5% | +19.1% | -60.6% | -61.4% |
| YTD | -61.7% | +18.0% | -79.7% | -74.9% |
| 1Y | -93.7% | +24.1% | -117.7% | -96.3% |
| All | -87.5% | +41.7% | -129.2% | -94.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling