+75.4%
PBR vs MSTU
-87.7%
+163.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.6% | -4.4% | -0.9% |
| 7D | +5.4% | -16.6% | +22.0% | +5.9% |
| 30D | +22.9% | +69.7% | -46.8% | +20.3% |
| 3M | +19.6% | -7.5% | +27.1% | +18.7% |
| 6M | +16.5% | -43.1% | +59.6% | +16.4% |
| YTD | +86.7% | -63.0% | +149.7% | +87.3% |
| 1Y | +74.7% | -93.8% | +168.5% | +87.1% |
| All | +75.4% | -87.7% | +163.1% | +87.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling