-99.2%
MSTZ vs PTEN
+62.4%
-161.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.7% | +2.0% |
| 7D | -29.7% | +0.7% | -30.4% | -30.3% |
| 30D | -65.3% | +31.2% | -96.5% | -59.2% |
| 3M | -57.3% | +2.0% | -59.4% | -58.2% |
| 6M | -61.6% | +42.4% | -104.0% | -51.8% |
| YTD | -78.3% | +109.2% | -187.5% | -57.4% |
| 1Y | -30.2% | +122.3% | -152.5% | +51.1% |
| All | -99.2% | +62.4% | -161.6% | -97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 PTEN 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