+7.0%
PFE vs MSTU
-86.5%
+93.5%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -8.6% | +6.3% | -2.2% |
| 7D | -2.7% | +16.1% | -18.8% | -2.8% |
| 30D | +3.8% | +68.7% | -64.8% | +3.2% |
| 3M | +10.4% | -11.0% | +21.4% | +10.0% |
| 6M | +6.3% | -33.4% | +39.6% | +6.0% |
| YTD | +17.4% | -59.5% | +76.9% | +16.9% |
| 1Y | +21.1% | -93.4% | +114.5% | +21.8% |
| All | +7.0% | -86.5% | +93.5% | +4.8% |
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