-2.9%
PBR vs MSTU
-76.6%
+73.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.0% | +6.3% | +1.3% |
| 7D | -1.0% | -25.8% | +24.8% | -1.1% |
| 30D | -29.3% | -43.9% | +14.6% | -29.4% |
| 3M | +5.5% | +2.9% | +2.6% | +5.0% |
| 6M | -2.9% | -75.5% | +72.6% | -4.3% |
| All | -2.9% | -76.6% | +73.7% | -4.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling