-93.8%
MSTU vs PNR
-47.6%
-46.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +3.8% | +3.7% |
| 7D | -16.6% | -6.0% | -10.6% | -13.5% |
| 30D | +69.7% | -14.0% | +83.7% | +83.6% |
| 3M | -7.5% | -21.7% | +14.2% | +2.4% |
| 6M | -43.1% | -37.3% | -5.8% | -20.6% |
| YTD | -63.0% | -45.1% | -17.9% | -41.7% |
| 1Y | -93.8% | -49.1% | -44.7% | -86.8% |
| All | -93.8% | -47.6% | -46.2% | -86.8% |
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