-91.0%
MSTU vs PR
+69.2%
-160.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.9% | -8.2% | -7.9% |
| 7D | -21.7% | -9.5% | -12.2% | -16.2% |
| 30D | -42.8% | -5.7% | -37.1% | -41.8% |
| 3M | +21.4% | +3.0% | +18.4% | +14.2% |
| 6M | -74.1% | +11.8% | -85.9% | -78.3% |
| YTD | -72.4% | +58.5% | -130.9% | -84.9% |
| 1Y | -90.1% | +69.9% | -160.0% | -95.1% |
| All | -91.0% | +69.2% | -160.2% | -95.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling