+157.2%
PAAS vs MSTZ
-99.3%
+256.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.6% | -5.0% | -2.2% |
| 7D | -2.9% | -29.7% | +26.8% | -4.9% |
| 30D | +6.8% | -65.3% | +72.1% | +0.1% |
| 3M | -2.9% | -57.3% | +54.4% | -5.6% |
| 6M | -16.4% | -61.6% | +45.2% | -17.6% |
| YTD | 0.0% | -78.3% | +78.3% | -2.3% |
| 1Y | +54.3% | -30.2% | +84.6% | +63.2% |
| All | +157.2% | -99.3% | +256.4% | +155.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling