-11.8%
PG vs MSTZ
-99.1%
+87.3%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.8% | +5.4% | +1.6% |
| 7D | -0.8% | +17.0% | -17.8% | -0.9% |
| 30D | +0.8% | -61.8% | +62.6% | +1.5% |
| 3M | -1.3% | -54.6% | +53.2% | -1.1% |
| 6M | -3.8% | -59.3% | +55.4% | -3.7% |
| YTD | +3.6% | -74.6% | +78.2% | +3.7% |
| 1Y | -5.7% | -18.8% | +13.1% | -6.8% |
| All | -11.8% | -99.1% | +87.3% | -11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling