+18.6%
PCAR vs MSTU
-92.2%
+110.8%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.0% | +5.3% | +0.5% |
| 7D | +4.9% | -25.8% | +30.7% | +6.0% |
| 30D | -1.4% | -43.9% | +42.4% | +0.3% |
| 3M | -18.1% | +2.9% | -21.0% | -19.4% |
| 6M | -4.0% | -75.5% | +71.5% | -0.8% |
| YTD | -1.5% | -76.7% | +75.3% | -0.1% |
| 1Y | +13.2% | -88.9% | +102.1% | +18.5% |
| All | +18.6% | -92.2% | +110.8% | +10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling