-49.1%
PNR vs MSTZ
-18.6%
-30.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.5% | -0.4% |
| 7D | -6.0% | +17.0% | -23.1% | -5.6% |
| 30D | -14.0% | -61.8% | +47.8% | -15.7% |
| 3M | -21.7% | -54.6% | +32.9% | -22.2% |
| 6M | -37.3% | -59.3% | +22.0% | -37.5% |
| YTD | -45.1% | -74.6% | +29.4% | -45.4% |
| 1Y | -49.1% | -18.8% | -30.3% | -45.5% |
| All | -49.1% | -18.6% | -30.6% | -45.5% |
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