+41.1%
PNC vs MSTZ
-99.2%
+140.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.5% | -6.4% | -0.7% |
| 7D | -0.7% | -23.6% | +22.8% | -1.3% |
| 30D | -4.4% | -60.7% | +56.3% | -6.8% |
| 3M | +4.5% | -58.3% | +62.7% | +3.0% |
| 6M | +19.1% | -60.0% | +79.1% | +18.2% |
| YTD | +18.0% | -75.2% | +93.2% | +17.2% |
| 1Y | +24.1% | -19.9% | +43.9% | +32.0% |
| All | +41.1% | -99.2% | +140.3% | +26.2% |
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 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