+0.7%
PEP vs MSTZ
-23.2%
+23.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.2% | -7.6% | +0.5% |
| 7D | +0.1% | -25.4% | +25.5% | +0.3% |
| 30D | +0.7% | -60.9% | +61.5% | +1.1% |
| 3M | -0.5% | -54.2% | +53.6% | -0.6% |
| 6M | -11.3% | -65.0% | +53.7% | -11.6% |
| YTD | -0.6% | -76.5% | +75.9% | -1.3% |
| All | +0.7% | -23.2% | +23.9% | -3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling