-88.4%
MSTU vs PNR
-38.3%
-50.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.4% | -5.4% | -5.0% |
| 7D | -22.0% | -5.5% | -16.5% | -15.6% |
| 30D | +60.3% | -15.6% | +75.9% | +100.1% |
| 3M | -3.7% | -20.2% | +16.5% | +19.1% |
| 6M | -45.2% | -36.6% | -8.6% | -0.1% |
| YTD | -64.3% | -45.0% | -19.3% | -15.6% |
| 1Y | -94.0% | -47.4% | -46.6% | -84.2% |
| All | -88.4% | -38.3% | -50.1% | -84.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling