+43.2%
PNC vs MSTZ
-99.1%
+142.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.8% | +4.3% | +0.4% |
| 7D | -0.6% | +17.0% | -17.6% | 0.0% |
| 30D | -4.4% | -61.8% | +57.4% | -6.8% |
| 3M | +5.2% | -54.6% | +59.8% | +4.0% |
| 6M | +20.6% | -59.3% | +79.9% | +19.9% |
| YTD | +19.8% | -74.6% | +94.3% | +19.0% |
| 1Y | +24.4% | -18.8% | +43.2% | +32.5% |
| All | +43.2% | -99.1% | +142.3% | +28.2% |
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