+783.9%
PL vs MSTZ
-99.3%
+883.2%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -0.9% |
| 7D | -9.3% | -29.7% | +20.4% | -13.1% |
| 30D | -18.9% | -65.3% | +46.4% | -29.1% |
| 3M | -58.4% | -57.3% | -1.0% | -60.5% |
| 6M | -30.3% | -61.6% | +31.3% | -31.7% |
| YTD | -8.1% | -78.3% | +70.2% | -10.5% |
| 1Y | +180.5% | -30.2% | +210.7% | +228.0% |
| All | +783.9% | -99.3% | +883.2% | +618.0% |
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