-6.4%
PGR vs MSTZ
-29.5%
+23.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.8% | -2.3% |
| 7D | +0.1% | -29.7% | +29.9% | +0.8% |
| 30D | +2.9% | -65.3% | +68.2% | +5.1% |
| 3M | +12.1% | -57.3% | +69.4% | +12.9% |
| 6M | +3.7% | -61.6% | +65.3% | +3.8% |
| YTD | +2.4% | -78.3% | +80.6% | +3.3% |
| 1Y | -6.4% | -30.2% | +23.9% | -10.2% |
| All | -6.4% | -29.5% | +23.1% | -10.2% |
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