+18.6%
PCAR vs MSTZ
-99.2%
+117.7%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.9% | -4.6% | +0.5% |
| 7D | +4.9% | +30.8% | -25.8% | +6.0% |
| 30D | -1.4% | +41.2% | -42.6% | +0.2% |
| 3M | -18.1% | -60.9% | +42.8% | -19.6% |
| 6M | -4.0% | -15.7% | +11.7% | -1.6% |
| YTD | -1.5% | -75.2% | +73.8% | -1.3% |
| 1Y | +13.2% | -59.8% | +73.0% | +16.5% |
| All | +18.6% | -99.2% | +117.7% | +5.7% |
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 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