+9.5%
PFE vs MSTU
-85.2%
+94.7%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +1.9% | -1.2% |
| 7D | +1.8% | +21.3% | -19.6% | +1.5% |
| 30D | +10.2% | +90.8% | -80.6% | +9.4% |
| 3M | +12.7% | -6.8% | +19.4% | +12.2% |
| 6M | +10.5% | -39.8% | +50.4% | +10.3% |
| YTD | +20.2% | -55.7% | +75.8% | +19.6% |
| 1Y | +24.1% | -92.7% | +116.7% | +24.6% |
| All | +9.5% | -85.2% | +94.7% | +7.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling