+87.8%
PAAS vs MSTZ
-99.2%
+187.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.9% | -5.5% | -0.2% |
| 7D | -8.9% | +30.8% | -39.7% | -6.7% |
| 30D | -11.4% | +41.2% | -52.6% | -7.8% |
| 3M | -20.4% | -60.9% | +40.5% | -23.0% |
| 6M | -40.7% | -15.7% | -25.0% | -37.7% |
| YTD | -26.9% | -75.2% | +48.3% | -26.1% |
| 1Y | -3.1% | -59.8% | +56.7% | +1.3% |
| All | +87.8% | -99.2% | +187.0% | +93.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling