-0.4%
PL vs MSTZ
-63.1%
+62.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -9.6% | +3.2% | -8.0% |
| 7D | -11.7% | +0.7% | -12.5% | -11.3% |
| 30D | -27.1% | +16.6% | -43.7% | -23.8% |
| 3M | -44.6% | -74.7% | +30.1% | -53.9% |
| 6M | -67.2% | -43.9% | -23.3% | -64.7% |
| YTD | -35.9% | -84.0% | +48.2% | -36.7% |
| 1Y | -0.4% | -65.1% | +64.7% | +20.3% |
| All | -0.4% | -63.1% | +62.7% | +20.3% |
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