+35.0%
PCAR vs MSTU
-87.2%
+122.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +4.9% | -0.3% |
| 7D | -0.2% | +12.9% | -13.1% | -0.8% |
| 30D | -6.9% | +68.3% | -75.2% | -9.2% |
| 3M | +2.1% | +0.4% | +1.7% | +0.9% |
| 6M | +1.6% | -41.5% | +43.1% | +1.5% |
| YTD | +12.2% | -61.7% | +73.9% | +12.6% |
| 1Y | +28.0% | -93.7% | +121.7% | +38.9% |
| All | +35.0% | -87.2% | +122.3% | +24.4% |
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