+15.0%
PFE vs MSTU
-90.6%
+105.6%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.3% |
| 7D | -3.0% | -27.7% | +24.8% | -2.7% |
| 30D | +5.2% | -40.3% | +45.5% | +5.6% |
| 3M | +12.2% | +26.4% | -14.2% | +11.5% |
| 6M | +17.8% | -75.7% | +93.5% | +18.2% |
| YTD | +26.2% | -71.9% | +98.1% | +25.8% |
| 1Y | +23.2% | -89.3% | +112.4% | +23.5% |
| All | +15.0% | -90.6% | +105.6% | +12.7% |
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