+61.0%
PH vs MSTZ
-99.3%
+160.2%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.1% |
| 7D | -3.1% | -29.7% | +26.7% | -4.1% |
| 30D | -3.2% | -65.3% | +62.0% | -6.7% |
| 3M | +10.6% | -57.3% | +67.9% | +8.9% |
| 6M | -2.1% | -61.6% | +59.5% | -3.1% |
| YTD | +10.2% | -78.3% | +88.5% | +8.4% |
| 1Y | +28.2% | -30.2% | +58.5% | +38.9% |
| All | +61.0% | -99.3% | +160.2% | +51.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling