+62.5%
PM vs MSTZ
-99.3%
+161.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.6% | -2.0% |
| 7D | -4.9% | -29.7% | +24.8% | -4.8% |
| 30D | -3.4% | -65.3% | +61.9% | -3.2% |
| 3M | +5.2% | -57.3% | +62.5% | +5.4% |
| 6M | +3.7% | -61.6% | +65.3% | +4.1% |
| YTD | +15.8% | -78.3% | +94.0% | +16.3% |
| 1Y | +17.4% | -30.2% | +47.6% | +16.2% |
| All | +62.5% | -99.3% | +161.8% | +65.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling