-59.8%
MSTZ vs PFG
+37.6%
-97.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.5% | +4.4% | +5.8% |
| 7D | +30.8% | +2.4% | +28.4% | +35.9% |
| 30D | +41.2% | +5.9% | +35.3% | +58.0% |
| 3M | -60.9% | -0.4% | -60.5% | -58.0% |
| 6M | -15.7% | +14.8% | -30.5% | +15.5% |
| YTD | -75.2% | +31.9% | -107.1% | -58.1% |
| 1Y | -59.8% | +38.8% | -98.6% | -28.6% |
| All | -59.8% | +37.6% | -97.4% | -28.6% |
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