+366.0%
PLTR vs MSTZ
-99.2%
+465.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.5% | -5.9% | +0.4% |
| 7D | 0.0% | -23.6% | +23.6% | -2.4% |
| 30D | -3.3% | -60.7% | +57.5% | -12.8% |
| 3M | +28.4% | -58.3% | +86.6% | +21.3% |
| 6M | +8.4% | -60.0% | +68.4% | +6.3% |
| YTD | -4.6% | -75.2% | +70.6% | -6.2% |
| 1Y | +4.4% | -19.9% | +24.3% | +26.7% |
| All | +366.0% | -99.2% | +465.2% | +409.4% |
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