+578.0%
PL vs MSTZ
-99.2%
+677.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +12.8% | -15.9% | -1.2% |
| 7D | +22.3% | +25.6% | -3.3% | +26.5% |
| 30D | -8.3% | +50.6% | -58.9% | -0.7% |
| 3M | -43.3% | -64.5% | +21.2% | -48.3% |
| 6M | -65.8% | -14.0% | -51.8% | -62.2% |
| YTD | -29.5% | -76.4% | +46.9% | -27.6% |
| 1Y | +11.7% | -56.2% | +68.0% | +26.1% |
| All | +578.0% | -99.2% | +677.2% | +480.7% |
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