+9.4%
PLD vs MSTZ
-99.3%
+108.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | -0.1% |
| 7D | -1.0% | +31.0% | -32.0% | -0.2% |
| 30D | -1.8% | +34.0% | -35.8% | -0.8% |
| 3M | -6.0% | -67.7% | +61.6% | -7.8% |
| 6M | -8.4% | -14.9% | +6.6% | -6.7% |
| YTD | +4.2% | -79.1% | +83.3% | +3.9% |
| 1Y | +6.2% | -58.9% | +65.2% | +8.6% |
| All | +9.4% | -99.3% | +108.7% | +7.6% |
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 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