+69.4%
PR vs MSTZ
-99.4%
+168.8%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +2.0% |
| 7D | -16.4% | -1.2% | -15.2% | -16.4% |
| 30D | -1.9% | +22.2% | -24.1% | -0.8% |
| 3M | +8.0% | -70.4% | +78.4% | +4.1% |
| 6M | +4.1% | -31.0% | +35.1% | +6.5% |
| YTD | +58.7% | -81.0% | +139.7% | +56.3% |
| 1Y | +75.8% | -61.2% | +137.0% | +83.0% |
| All | +69.4% | -99.4% | +168.8% | +63.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling