+5.9%
PSKY vs MSTZ
-99.3%
+105.2%
-59.9%
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% | -1.6% |
| 7D | -0.2% | -29.7% | +29.5% | -0.9% |
| 30D | +24.0% | -65.3% | +89.3% | +21.0% |
| 3M | +2.2% | -57.3% | +59.5% | +1.0% |
| 6M | -9.0% | -61.6% | +52.7% | -9.5% |
| YTD | -18.1% | -78.3% | +60.1% | -18.7% |
| 1Y | -25.1% | -30.2% | +5.1% | -22.9% |
| All | +5.9% | -99.3% | +105.2% | -1.8% |
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