+79.6%
PR vs MSTZ
-99.2%
+178.7%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.9% | -3.7% | +1.4% |
| 7D | +6.0% | +30.8% | -24.8% | +7.1% |
| 30D | -4.2% | +41.2% | -45.4% | -2.7% |
| 3M | +10.0% | -60.9% | +70.9% | +7.2% |
| 6M | +15.6% | -15.7% | +31.3% | +18.9% |
| YTD | +68.2% | -75.2% | +143.4% | +67.4% |
| 1Y | +79.2% | -59.8% | +139.0% | +85.2% |
| All | +79.6% | -99.2% | +178.7% | +74.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling