-65.1%
MSTZ vs PFG
+46.8%
-111.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +4.1% | -13.7% | -2.6% |
| 7D | +0.7% | +4.9% | -4.2% | +10.0% |
| 30D | +16.6% | +5.7% | +10.9% | +29.2% |
| 3M | -74.7% | +2.6% | -77.2% | -71.6% |
| 6M | -43.9% | +19.8% | -63.7% | -19.1% |
| YTD | -84.0% | +36.3% | -120.3% | -73.0% |
| 1Y | -65.1% | +47.9% | -113.0% | -39.1% |
| All | -65.1% | +46.8% | -111.9% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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