-92.7%
MSTU vs PR
+76.5%
-169.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -3.0% |
| 7D | +21.3% | +2.9% | +18.4% | +20.9% |
| 30D | +90.8% | +18.0% | +72.8% | +92.1% |
| 3M | -6.8% | +16.9% | -23.6% | -6.1% |
| 6M | -39.8% | +28.2% | -68.0% | -43.6% |
| YTD | -55.7% | +69.3% | -125.0% | -61.2% |
| 1Y | -92.7% | +69.5% | -162.2% | -94.0% |
| All | -92.7% | +76.5% | -169.2% | -94.0% |
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