-35.9%
PNR vs MSTZ
-99.2%
+63.3%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.2% | -10.8% | -2.3% |
| 7D | -3.0% | -25.4% | +22.3% | -3.9% |
| 30D | -14.9% | -60.9% | +46.0% | -17.5% |
| 3M | -19.0% | -54.2% | +35.1% | -20.1% |
| 6M | -35.9% | -65.0% | +29.1% | -36.9% |
| YTD | -43.1% | -76.5% | +33.4% | -43.8% |
| 1Y | -46.4% | -23.4% | -23.0% | -42.8% |
| All | -35.9% | -99.2% | +63.3% | -37.6% |
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