+59.8%
PH vs MSTZ
-99.2%
+159.0%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.2% | -8.9% | -0.4% |
| 7D | +0.4% | -25.4% | +25.8% | -0.5% |
| 30D | -10.8% | -60.9% | +50.1% | -13.5% |
| 3M | +8.5% | -54.2% | +62.6% | +7.1% |
| 6M | +3.9% | -65.0% | +68.9% | +2.2% |
| YTD | +9.4% | -76.5% | +85.9% | +8.0% |
| 1Y | +26.8% | -23.4% | +50.2% | +38.0% |
| All | +59.8% | -99.2% | +159.0% | +51.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling