+78.6%
PM vs MSTZ
-99.2%
+177.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.9% | -3.8% | +1.1% |
| 7D | +0.5% | +30.8% | -30.2% | +0.4% |
| 30D | -3.2% | +41.2% | -44.4% | -3.5% |
| 3M | +6.2% | -60.9% | +67.1% | +6.2% |
| 6M | +7.7% | -15.7% | +23.3% | +7.7% |
| YTD | +27.3% | -75.2% | +102.5% | +27.5% |
| 1Y | +32.8% | -59.8% | +92.6% | +32.2% |
| All | +78.6% | -99.2% | +177.8% | +81.7% |
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