-87.2%
MSTU vs PR
+87.5%
-174.6%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -6.5% | +16.9% | +8.9% |
| 7D | -4.8% | -12.1% | +7.3% | -6.9% |
| 30D | -29.6% | +0.9% | -30.5% | -30.0% |
| 3M | +69.4% | +10.1% | +59.3% | +70.2% |
| 6M | -62.2% | +1.1% | -63.4% | -61.5% |
| YTD | -61.1% | +63.7% | -124.7% | -66.8% |
| 1Y | -87.2% | +87.0% | -174.2% | -87.5% |
| All | -87.2% | +87.5% | -174.6% | -87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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