-77.4%
PLTD vs MSTZ
-78.1%
+0.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.6% | -7.4% | -1.2% |
| 7D | +2.8% | +21.1% | -18.3% | -1.0% |
| 30D | +21.1% | +40.1% | -19.0% | +12.7% |
| 3M | -0.7% | -66.1% | +65.4% | +12.4% |
| 6M | -33.0% | -20.7% | -12.2% | -37.0% |
| YTD | -19.9% | -78.6% | +58.7% | -14.8% |
| 1Y | -13.9% | -55.5% | +41.6% | -22.5% |
| All | -77.4% | -78.1% | +0.7% | -79.6% |
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