+1.2%
PSKY vs MSTZ
-99.1%
+100.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.6% | -5.0% | +1.8% |
| 7D | -6.0% | +24.8% | -30.8% | -5.3% |
| 30D | +10.7% | -59.2% | +69.9% | +8.5% |
| 3M | +1.2% | -56.9% | +58.0% | 0.0% |
| 6M | +1.5% | -57.6% | +59.1% | +1.2% |
| YTD | -21.8% | -73.6% | +51.8% | -21.9% |
| 1Y | -30.2% | -15.6% | -14.6% | -27.7% |
| All | +1.2% | -99.1% | +100.3% | -5.5% |
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