+12.2%
PCAR vs MSTZ
-63.1%
+75.3%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -9.6% | +13.6% | +3.9% |
| 7D | +3.7% | +0.7% | +2.9% | +3.7% |
| 30D | -2.9% | +16.6% | -19.5% | -2.5% |
| 3M | -21.7% | -74.7% | +53.0% | -23.1% |
| 6M | -6.6% | -43.9% | +37.3% | -5.5% |
| YTD | -2.2% | -84.0% | +81.8% | -2.4% |
| 1Y | +12.2% | -65.1% | +77.3% | +20.7% |
| All | +12.2% | -63.1% | +75.3% | +20.7% |
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