+32.5%
PCOR vs MSTZ
-99.4%
+131.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.1% | -0.3% |
| 7D | +22.7% | -1.2% | +23.9% | +23.0% |
| 30D | +37.5% | +22.2% | +15.3% | +41.1% |
| 3M | +35.2% | -70.4% | +105.6% | +27.3% |
| 6M | +42.2% | -31.0% | +73.2% | +47.7% |
| YTD | +3.6% | -81.0% | +84.6% | +2.3% |
| 1Y | -4.8% | -61.2% | +56.4% | +0.8% |
| All | +32.5% | -99.4% | +131.8% | +13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling