-99.3%
MSTZ vs PENG
+117.0%
-216.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +12.4% | -11.6% | +7.3% |
| 7D | -1.2% | -19.4% | +18.2% | -9.0% |
| 30D | +22.2% | -42.4% | +64.6% | -1.9% |
| 3M | -70.4% | -25.6% | -44.8% | -72.5% |
| 6M | -31.0% | +7.3% | -38.3% | -0.3% |
| YTD | -81.0% | +113.9% | -194.9% | -34.1% |
| 1Y | -61.2% | +93.6% | -154.7% | +26.0% |
| All | -99.3% | +117.0% | -216.3% | -96.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling