+17.0%
PG vs MSTZ
-63.1%
+80.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -9.6% | +12.8% | +3.4% |
| 7D | +5.7% | +0.7% | +5.0% | +5.7% |
| 30D | +15.4% | +16.6% | -1.2% | +15.1% |
| 3M | +13.8% | -74.7% | +88.5% | +14.8% |
| 6M | +18.3% | -43.9% | +62.2% | +17.7% |
| YTD | +20.1% | -84.0% | +104.2% | +19.8% |
| 1Y | +17.0% | -65.1% | +82.1% | +12.3% |
| All | +17.0% | -63.1% | +80.1% | +12.3% |
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