+111.0%
PBF vs MSTZ
-63.1%
+174.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -9.6% | +2.9% | -6.7% |
| 7D | -0.9% | +0.7% | -1.6% | -0.9% |
| 30D | -13.7% | +16.6% | -30.3% | -13.5% |
| 3M | +10.6% | -74.7% | +85.3% | +7.8% |
| 6M | +61.2% | -43.9% | +105.1% | +60.6% |
| YTD | +172.7% | -84.0% | +256.7% | +164.5% |
| 1Y | +111.0% | -65.1% | +176.1% | +116.7% |
| All | +111.0% | -63.1% | +174.1% | +116.7% |
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 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