+35.7%
PCAR vs MSTZ
-99.2%
+134.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +8.2% | -10.0% | -1.5% |
| 7D | 0.0% | -25.4% | +25.4% | -0.7% |
| 30D | -7.7% | -60.9% | +53.1% | -10.1% |
| 3M | +3.7% | -54.2% | +57.9% | +2.6% |
| 6M | +2.3% | -65.0% | +67.3% | +1.0% |
| YTD | +12.8% | -76.5% | +89.3% | +11.8% |
| 1Y | +27.8% | -23.4% | +51.1% | +35.7% |
| All | +35.7% | -99.2% | +134.9% | +19.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling