+5.3%
PSKY vs MSTZ
-99.2%
+104.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.2% | -8.7% | -0.3% |
| 7D | +2.4% | -25.4% | +27.7% | +1.8% |
| 30D | +17.5% | -60.9% | +78.4% | +15.1% |
| 3M | +4.4% | -54.2% | +58.6% | +3.4% |
| 6M | -9.0% | -65.0% | +56.0% | -9.7% |
| YTD | -18.6% | -76.5% | +57.9% | -19.0% |
| 1Y | -27.7% | -23.4% | -4.3% | -25.4% |
| All | +5.3% | -99.2% | +104.5% | -2.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling