+12.6%
PFE vs MSTZ
-99.2%
+111.8%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +12.8% | -14.9% | -2.0% |
| 7D | -2.1% | +25.6% | -27.7% | -1.9% |
| 30D | +3.1% | +50.6% | -47.5% | +3.5% |
| 3M | +11.2% | -64.5% | +75.7% | +10.5% |
| 6M | +15.0% | -14.0% | +29.1% | +15.3% |
| YTD | +23.5% | -76.4% | +99.9% | +23.0% |
| 1Y | +18.9% | -56.2% | +75.1% | +18.8% |
| All | +12.6% | -99.2% | +111.8% | +10.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling