-55.5%
MSTZ vs PFG
+44.5%
-100.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.5% | +7.1% | +8.5% |
| 7D | +21.1% | +3.0% | +18.2% | +28.3% |
| 30D | +40.1% | +8.2% | +31.9% | +62.4% |
| 3M | -66.1% | +2.7% | -68.8% | -61.7% |
| 6M | -20.7% | +17.2% | -38.0% | +12.3% |
| YTD | -78.6% | +34.8% | -113.4% | -62.2% |
| 1Y | -55.5% | +43.6% | -99.0% | -16.4% |
| All | -55.5% | +44.5% | -100.0% | -16.4% |
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