-89.3%
MSTU vs PR
+73.4%
-162.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.9% | +2.1% |
| 7D | -27.7% | -0.5% | -27.2% | -27.8% |
| 30D | -40.3% | -4.6% | -35.7% | -40.9% |
| 3M | +26.4% | +4.7% | +21.7% | +24.8% |
| 6M | -75.7% | +12.4% | -88.2% | -75.9% |
| YTD | -71.9% | +62.9% | -134.7% | -80.0% |
| 1Y | -89.3% | +70.6% | -159.9% | -92.1% |
| All | -89.3% | +73.4% | -162.7% | -92.1% |
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