-90.3%
MSTU vs PR
+67.6%
-157.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.1% | -4.0% | -4.3% |
| 7D | -9.3% | -12.4% | +3.1% | -0.6% |
| 30D | -38.3% | -6.6% | -31.7% | -36.8% |
| 3M | +24.0% | +7.5% | +16.5% | +12.2% |
| 6M | -72.1% | +10.8% | -82.9% | -76.4% |
| YTD | -70.2% | +57.0% | -127.2% | -83.6% |
| 1Y | -89.6% | +67.9% | -157.5% | -94.8% |
| All | -90.3% | +67.6% | -157.9% | -95.4% |
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