-77.0%
PLTD vs MSTZ
-75.9%
-1.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +8.2% | -5.9% | +0.8% |
| 7D | +4.5% | -25.4% | +29.9% | +8.9% |
| 30D | -0.7% | -60.9% | +60.1% | +13.5% |
| 3M | -31.0% | -54.2% | +23.1% | -25.3% |
| 6M | -24.8% | -65.0% | +40.2% | -17.5% |
| YTD | -18.6% | -76.5% | +57.9% | -11.7% |
| 1Y | -31.8% | -23.4% | -8.4% | -44.1% |
| All | -77.0% | -75.9% | -1.1% | -78.8% |
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