+17.1%
PCAR vs MSTU
-90.1%
+107.2%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -5.1% | +8.8% | +3.9% |
| 7D | +2.9% | -9.3% | +12.2% | +3.2% |
| 30D | -2.1% | -38.3% | +36.1% | -0.8% |
| 3M | -20.4% | +24.0% | -44.4% | -22.0% |
| 6M | -7.0% | -72.1% | +65.1% | -4.3% |
| YTD | -2.6% | -70.2% | +67.6% | -2.1% |
| 1Y | +9.8% | -89.6% | +99.4% | +15.6% |
| All | +17.1% | -90.1% | +107.2% | +8.2% |
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 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