+73.9%
PR vs MSTZ
-99.3%
+173.2%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.2% | +4.9% | +2.7% |
| 7D | -0.5% | +31.0% | -31.5% | +0.6% |
| 30D | -4.6% | +34.0% | -38.6% | -3.2% |
| 3M | +4.7% | -67.7% | +72.4% | +1.3% |
| 6M | +12.4% | -14.9% | +27.4% | +16.0% |
| YTD | +62.9% | -79.1% | +141.9% | +61.1% |
| 1Y | +70.6% | -58.9% | +129.5% | +77.6% |
| All | +73.9% | -99.3% | +173.2% | +68.3% |
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