-8.8%
PGR vs MSTU
-88.1%
+79.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.8% | +7.1% | +0.2% |
| 7D | -3.4% | -22.0% | +18.6% | -3.7% |
| 30D | +1.8% | +60.3% | -58.5% | +2.5% |
| 3M | +5.9% | -3.7% | +9.6% | +6.3% |
| 6M | +4.6% | -45.2% | +49.7% | +4.5% |
| YTD | +1.1% | -64.3% | +65.4% | +1.2% |
| 1Y | -6.6% | -94.0% | +87.5% | -6.8% |
| All | -8.8% | -88.1% | +79.3% | -7.9% |
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