+69.6%
PBR vs MSTU
-92.8%
+162.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -1.9% |
| 7D | +8.6% | +21.3% | -12.8% | +8.3% |
| 30D | +12.8% | +90.8% | -78.0% | +11.7% |
| 3M | +14.7% | -6.8% | +21.4% | +14.5% |
| 6M | +25.2% | -39.8% | +65.0% | +25.4% |
| YTD | +77.1% | -55.7% | +132.8% | +79.1% |
| 1Y | +69.6% | -92.7% | +162.2% | +77.2% |
| All | +69.6% | -92.8% | +162.3% | +77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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