+36.3%
PCOR vs MSTZ
-99.3%
+135.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +3.8% | +1.5% |
| 7D | +2.5% | +31.0% | -28.5% | +5.1% |
| 30D | +37.9% | +34.0% | +3.9% | +42.7% |
| 3M | +32.0% | -67.7% | +99.7% | +25.2% |
| 6M | +54.7% | -14.9% | +69.7% | +63.6% |
| YTD | +6.6% | -79.1% | +85.6% | +6.2% |
| 1Y | -1.7% | -58.9% | +57.3% | +4.6% |
| All | +36.3% | -99.3% | +135.6% | +17.7% |
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 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