-87.2%
MSTU vs PNR
-31.2%
-56.0%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +3.3% | +7.0% | +9.0% |
| 7D | -4.8% | +11.9% | -16.7% | -9.3% |
| 30D | -29.6% | +37.1% | -66.7% | -38.8% |
| 3M | +69.4% | +5.7% | +63.7% | +65.3% |
| 6M | -62.2% | -5.7% | -56.6% | -61.1% |
| YTD | -61.1% | -29.8% | -31.3% | -48.6% |
| 1Y | -87.2% | -31.8% | -55.4% | -82.2% |
| All | -87.2% | -31.2% | -56.0% | -82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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