+147.4%
PBF vs MSTZ
-99.2%
+246.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.5% | -5.8% | -0.1% |
| 7D | +1.4% | -23.6% | +24.9% | +0.6% |
| 30D | +15.8% | -60.7% | +76.6% | +11.9% |
| 3M | +90.3% | -58.3% | +148.5% | +85.9% |
| 6M | +102.8% | -60.0% | +162.8% | +98.7% |
| YTD | +187.3% | -75.2% | +262.5% | +182.0% |
| 1Y | +161.8% | -19.9% | +181.7% | +178.7% |
| All | +147.4% | -99.2% | +246.6% | +144.5% |
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