+76.9%
PBR vs MSTU
-88.1%
+165.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.8% | +8.9% | +2.3% |
| 7D | +4.2% | -22.0% | +26.3% | +4.9% |
| 30D | +22.7% | +60.3% | -37.6% | +20.4% |
| 3M | +21.5% | -3.7% | +25.2% | +20.4% |
| 6M | +24.0% | -45.2% | +69.2% | +24.0% |
| YTD | +88.2% | -64.3% | +152.6% | +89.1% |
| 1Y | +74.8% | -94.0% | +168.8% | +87.4% |
| All | +76.9% | -88.1% | +165.0% | +89.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling