+97.1%
PAAS vs MSTZ
-99.3%
+196.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -1.6% |
| 7D | -5.2% | +31.0% | -36.2% | -2.8% |
| 30D | -13.9% | +34.0% | -47.9% | -10.9% |
| 3M | -23.8% | -67.7% | +43.9% | -27.5% |
| 6M | -36.4% | -14.9% | -21.5% | -33.4% |
| YTD | -23.4% | -79.1% | +55.7% | -23.7% |
| 1Y | +5.6% | -58.9% | +64.6% | +9.8% |
| All | +97.1% | -99.3% | +196.3% | +99.4% |
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