-30.2%
MSTZ vs PENG
+118.5%
-148.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.4% | -3.8% | +4.9% |
| 7D | -29.7% | +4.5% | -34.3% | -28.2% |
| 30D | -65.3% | -7.1% | -58.2% | -66.0% |
| 3M | -57.3% | -27.3% | -30.1% | -59.5% |
| 6M | -61.6% | +169.6% | -231.2% | +16.4% |
| YTD | -78.3% | +164.6% | -242.9% | -22.1% |
| 1Y | -30.2% | +109.5% | -139.7% | +145.1% |
| All | -30.2% | +118.5% | -148.7% | +145.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1y: compounded portfolio wealth divided by compounded PENG 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…
1y analysis · Full analysis span regression · 6 months rolling