+14.7%
PFE vs MSTZ
-99.3%
+113.9%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.6% | -7.2% | +0.5% |
| 7D | -0.7% | +21.1% | -21.8% | -0.5% |
| 30D | +5.3% | +40.1% | -34.7% | +5.7% |
| 3M | +10.1% | -66.1% | +76.2% | +9.4% |
| 6M | +18.0% | -20.7% | +38.8% | +18.2% |
| YTD | +25.8% | -78.6% | +104.4% | +25.1% |
| 1Y | +28.4% | -55.5% | +83.9% | +28.3% |
| All | +14.7% | -99.3% | +113.9% | +12.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling