-15.7%
PEP vs MSTZ
-99.2%
+83.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.5% | -6.7% | -1.3% |
| 7D | -1.7% | -23.6% | +21.9% | -1.6% |
| 30D | +0.3% | -60.7% | +61.0% | +0.7% |
| 3M | -3.2% | -58.3% | +55.0% | -3.1% |
| 6M | -13.6% | -60.0% | +46.4% | -13.6% |
| YTD | -1.9% | -75.2% | +73.4% | -2.0% |
| 1Y | -0.6% | -19.9% | +19.3% | -1.6% |
| All | -15.7% | -99.2% | +83.5% | -16.8% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling