+66.2%
PR vs MSTZ
-99.4%
+165.6%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +17.7% | -22.6% | -4.2% |
| 7D | -16.5% | +13.4% | -29.9% | -16.0% |
| 30D | -4.5% | +37.5% | -42.0% | -3.0% |
| 3M | +8.5% | -69.9% | +78.5% | +4.8% |
| 6M | -3.3% | -32.0% | +28.6% | -1.2% |
| YTD | +55.7% | -81.2% | +136.9% | +53.4% |
| 1Y | +82.0% | -56.1% | +138.1% | +91.1% |
| All | +66.2% | -99.4% | +165.6% | +60.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling