+72.4%
PBR vs MSTZ
-99.2%
+171.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.2% | -4.7% | +3.7% |
| 7D | +2.5% | -25.4% | +27.8% | +1.9% |
| 30D | +19.4% | -60.9% | +80.3% | +17.0% |
| 3M | +20.8% | -54.2% | +75.0% | +19.7% |
| 6M | +23.5% | -65.0% | +88.5% | +22.1% |
| YTD | +83.4% | -76.5% | +159.9% | +82.0% |
| 1Y | +77.6% | -23.4% | +100.9% | +86.6% |
| All | +72.4% | -99.2% | +171.6% | +78.5% |
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 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