+601.0%
PL vs MSTZ
-99.3%
+700.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +4.9% | +9.6% | +15.2% |
| 7D | +10.9% | +4.3% | +6.6% | +12.1% |
| 30D | -16.4% | +30.2% | -46.5% | -11.5% |
| 3M | -39.9% | -66.9% | +26.9% | -45.8% |
| 6M | -63.2% | -26.3% | -36.8% | -60.2% |
| YTD | -27.1% | -80.1% | +53.0% | -27.1% |
| 1Y | +12.2% | -57.5% | +69.7% | +25.6% |
| All | +601.0% | -99.3% | +700.3% | +484.4% |
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 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