-99.3%
MSTZ vs PFG
+42.2%
-141.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | -2.6% |
| 7D | -1.2% | -0.6% | -0.6% | -0.9% |
| 30D | +22.2% | +2.0% | +20.2% | +29.4% |
| 3M | -70.4% | -3.2% | -67.2% | -70.0% |
| 6M | -31.0% | +10.9% | -41.9% | -7.0% |
| YTD | -81.0% | +28.8% | -109.9% | -62.9% |
| 1Y | -61.2% | +39.2% | -100.3% | -11.3% |
| All | -99.3% | +42.2% | -141.6% | -96.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling