+80.8%
PR vs MSTZ
-99.3%
+180.1%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -1.5% |
| 7D | +2.9% | -29.7% | +32.6% | +1.7% |
| 30D | +18.0% | -65.3% | +83.3% | +13.8% |
| 3M | +16.9% | -57.3% | +74.2% | +15.1% |
| 6M | +28.2% | -61.6% | +89.8% | +26.8% |
| YTD | +69.3% | -78.3% | +147.6% | +66.5% |
| 1Y | +69.5% | -30.2% | +99.7% | +83.4% |
| All | +80.8% | -99.3% | +180.1% | +73.9% |
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 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