-31.8%
PNR vs MSTZ
-63.1%
+31.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -9.6% | +12.9% | +3.1% |
| 7D | +11.9% | +0.7% | +11.2% | +12.0% |
| 30D | +37.1% | +16.6% | +20.5% | +37.8% |
| 3M | +5.7% | -74.7% | +80.4% | +3.3% |
| 6M | -5.7% | -43.9% | +38.2% | -3.8% |
| YTD | -29.8% | -84.0% | +54.2% | -30.7% |
| 1Y | -31.8% | -65.1% | +33.3% | -31.2% |
| All | -31.8% | -63.1% | +31.3% | -31.2% |
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 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