-44.6%
PNR vs MSTZ
-29.5%
-15.2%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | +0.4% |
| 7D | -2.4% | -29.7% | +27.3% | -3.0% |
| 30D | -12.8% | -65.3% | +52.5% | -14.7% |
| 3M | -17.0% | -57.3% | +40.3% | -17.5% |
| 6M | -37.4% | -61.6% | +24.2% | -37.6% |
| YTD | -41.6% | -78.3% | +36.7% | -42.2% |
| 1Y | -44.6% | -30.2% | -14.4% | -40.7% |
| All | -44.6% | -29.5% | -15.2% | -40.7% |
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 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