+79.2%
PR vs MSTZ
-54.5%
+133.7%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.9% | -3.7% | +1.2% |
| 7D | +6.0% | +30.8% | -24.8% | +5.8% |
| 30D | -4.2% | +41.2% | -45.4% | -4.4% |
| 3M | +10.0% | -60.9% | +70.9% | +9.6% |
| 6M | +15.6% | -15.7% | +31.3% | +16.4% |
| YTD | +68.2% | -75.2% | +143.4% | +68.6% |
| 1Y | +79.2% | -59.8% | +139.0% | +78.3% |
| All | +79.2% | -54.5% | +133.7% | +78.3% |
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 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