+61.4%
PH vs MSTZ
-99.3%
+160.7%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.6% | -6.7% | +1.2% |
| 7D | +2.1% | +21.1% | -19.0% | +3.1% |
| 30D | +0.3% | +40.1% | -39.8% | +2.2% |
| 3M | -8.8% | -66.1% | +57.3% | -11.2% |
| 6M | +10.0% | -20.7% | +30.8% | +13.7% |
| YTD | +10.5% | -78.6% | +89.1% | +9.8% |
| 1Y | +15.5% | -55.5% | +71.0% | +21.4% |
| All | +61.4% | -99.3% | +160.7% | +53.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling