+67.6%
PR vs MSTZ
-99.3%
+167.0%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.9% | -6.0% | -0.9% |
| 7D | -12.4% | +4.3% | -16.7% | -12.2% |
| 30D | -6.6% | +30.2% | -36.7% | -5.3% |
| 3M | +7.5% | -66.9% | +74.4% | +4.2% |
| 6M | +10.8% | -26.3% | +37.1% | +13.6% |
| YTD | +57.0% | -80.1% | +137.1% | +55.0% |
| 1Y | +67.9% | -57.5% | +125.4% | +75.6% |
| All | +67.6% | -99.3% | +167.0% | +61.9% |
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