+7.0%
PFE vs MSTZ
-99.2%
+106.2%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +8.2% | -10.5% | -2.2% |
| 7D | -2.7% | -25.4% | +22.7% | -2.8% |
| 30D | +3.8% | -60.9% | +64.7% | +3.2% |
| 3M | +10.4% | -54.2% | +64.5% | +9.9% |
| 6M | +6.3% | -65.0% | +71.2% | +5.8% |
| YTD | +17.4% | -76.5% | +93.9% | +16.7% |
| 1Y | +21.1% | -23.4% | +44.5% | +21.2% |
| All | +7.0% | -99.2% | +106.2% | +4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling