-99.3%
MSTZ vs PFG
+48.0%
-147.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.0% | +0.9% | +12.8% |
| 7D | +4.3% | +2.3% | +2.0% | +10.1% |
| 30D | +30.2% | +7.6% | +22.6% | +52.6% |
| 3M | -66.9% | +2.5% | -69.4% | -62.6% |
| 6M | -26.3% | +16.6% | -43.0% | +8.6% |
| YTD | -80.1% | +34.1% | -114.2% | -58.2% |
| 1Y | -57.5% | +44.1% | -101.5% | +3.2% |
| All | -99.3% | +48.0% | -147.3% | -96.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling