+51.8%
PBR vs MSTZ
-99.2%
+150.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.9% | -3.6% | +1.4% |
| 7D | -1.0% | +30.8% | -31.8% | -0.4% |
| 30D | -29.3% | +41.2% | -70.5% | -28.5% |
| 3M | +5.5% | -60.9% | +66.4% | +3.9% |
| 6M | -2.9% | -15.7% | +12.8% | -1.2% |
| YTD | +61.5% | -75.2% | +136.7% | +61.4% |
| 1Y | +46.9% | -59.8% | +106.6% | +50.2% |
| All | +51.8% | -99.2% | +150.9% | +58.2% |
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