+58.8%
PH vs MSTZ
-99.2%
+157.9%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.5% | -6.1% | -0.4% |
| 7D | 0.0% | -23.6% | +23.6% | -0.7% |
| 30D | -10.3% | -60.7% | +50.4% | -13.0% |
| 3M | +5.1% | -58.3% | +63.3% | +3.2% |
| 6M | +2.3% | -60.0% | +62.3% | +1.3% |
| YTD | +8.7% | -75.2% | +83.9% | +7.6% |
| 1Y | +26.8% | -19.9% | +46.7% | +38.2% |
| All | +58.8% | -99.2% | +157.9% | +50.4% |
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