-99.4%
MSTZ vs PENG
+150.8%
-250.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -9.1% | -0.5% | -14.3% |
| 7D | +0.7% | -20.5% | +21.2% | -9.5% |
| 30D | +16.6% | -20.4% | +37.0% | +7.3% |
| 3M | -74.7% | -16.4% | -58.3% | -75.7% |
| 6M | -43.9% | +49.2% | -93.1% | +2.1% |
| YTD | -84.0% | +147.2% | -231.2% | -41.8% |
| 1Y | -65.1% | +124.7% | -189.8% | +19.9% |
| All | -99.4% | +150.8% | -250.2% | -96.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling