-99.2%
MSTZ vs PFG
+49.6%
-148.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.2% | -0.4% |
| 7D | -29.7% | +5.5% | -35.2% | -17.1% |
| 30D | -65.3% | +2.4% | -67.7% | -61.9% |
| 3M | -57.3% | +13.6% | -70.9% | -41.7% |
| 6M | -61.6% | +27.9% | -89.5% | -30.9% |
| YTD | -78.3% | +35.6% | -113.8% | -54.4% |
| 1Y | -30.2% | +48.5% | -78.7% | +75.9% |
| All | -99.2% | +49.6% | -148.9% | -96.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling