+46.9%
PM vs MSTZ
-63.1%
+110.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -9.6% | +11.1% | +1.6% |
| 7D | +4.3% | +0.7% | +3.5% | +4.2% |
| 30D | +11.5% | +16.6% | -5.1% | +11.5% |
| 3M | +13.0% | -74.7% | +87.7% | +11.9% |
| 6M | +25.9% | -43.9% | +69.8% | +28.4% |
| YTD | +34.0% | -84.0% | +118.0% | +36.8% |
| 1Y | +46.9% | -65.1% | +112.0% | +46.1% |
| All | +46.9% | -63.1% | +110.0% | +46.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling