+26.1%
PAAS vs MSTZ
-63.1%
+89.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -9.6% | +17.9% | +7.2% |
| 7D | -1.1% | +0.7% | -1.8% | -0.6% |
| 30D | -8.5% | +16.6% | -25.0% | -5.6% |
| 3M | -7.3% | -74.7% | +67.4% | -16.9% |
| 6M | -18.3% | -43.9% | +25.6% | -16.7% |
| YTD | -19.2% | -84.0% | +64.9% | -24.0% |
| 1Y | +26.1% | -65.1% | +91.2% | +31.0% |
| All | +26.1% | -63.1% | +89.2% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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