+112.2%
PAAS vs MSTZ
-99.3%
+211.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.9% | -2.0% | +3.3% |
| 7D | +8.8% | +4.3% | +4.6% | +9.5% |
| 30D | -8.5% | +30.2% | -38.6% | -5.5% |
| 3M | -17.0% | -66.9% | +49.9% | -20.9% |
| 6M | -27.9% | -26.3% | -1.5% | -25.3% |
| YTD | -17.5% | -80.1% | +62.6% | -18.3% |
| 1Y | +22.8% | -57.5% | +80.3% | +27.7% |
| All | +112.2% | -99.3% | +211.5% | +113.7% |
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