-12.4%
PSA vs MSTZ
-99.2%
+86.8%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.5% | -7.8% | -2.3% |
| 7D | -2.2% | -23.6% | +21.3% | -2.4% |
| 30D | -9.6% | -60.7% | +51.2% | -10.2% |
| 3M | -7.9% | -58.3% | +50.3% | -8.3% |
| 6M | -2.0% | -60.0% | +58.0% | -2.1% |
| YTD | +15.7% | -75.2% | +91.0% | +15.5% |
| 1Y | +5.8% | -19.9% | +25.7% | +6.5% |
| All | -12.4% | -99.2% | +86.8% | -8.0% |
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