+364.0%
PLTR vs MSTZ
-99.3%
+463.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.6% | -7.8% | +0.9% |
| 7D | -3.8% | +21.1% | -24.9% | -0.4% |
| 30D | -19.2% | +40.1% | -59.3% | -13.4% |
| 3M | -3.7% | -66.1% | +62.4% | -11.7% |
| 6M | +22.5% | -20.7% | +43.2% | +34.1% |
| YTD | -5.0% | -78.6% | +73.6% | -5.0% |
| 1Y | -12.8% | -55.5% | +42.7% | -1.1% |
| All | +364.0% | -99.3% | +463.3% | +415.8% |
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