+14.7%
PLD vs MSTZ
-99.3%
+113.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -0.7% |
| 7D | -2.4% | -29.7% | +27.3% | -3.1% |
| 30D | -2.4% | -65.3% | +62.9% | -4.7% |
| 3M | -3.8% | -57.3% | +53.5% | -4.8% |
| 6M | 0.0% | -61.6% | +61.7% | -0.7% |
| YTD | +9.2% | -78.3% | +87.5% | +8.3% |
| 1Y | +25.9% | -30.2% | +56.2% | +30.8% |
| All | +14.7% | -99.3% | +113.9% | +12.2% |
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