-32.2%
PCG vs MSTU
-89.5%
+57.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.9% |
| 7D | -1.6% | -4.3% | +2.7% | -1.6% |
| 30D | +1.4% | -34.6% | +36.0% | +1.8% |
| 3M | -23.4% | +39.0% | -62.4% | -24.2% |
| 6M | -19.4% | -70.5% | +51.1% | -18.3% |
| YTD | -18.5% | -68.6% | +50.1% | -18.3% |
| 1Y | -19.5% | -88.6% | +69.1% | -17.5% |
| All | -32.2% | -89.5% | +57.3% | -30.0% |
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