+112.0%
PSX vs MSTZ
-99.1%
+211.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.6% | -7.5% | -0.7% |
| 7D | +1.5% | +24.8% | -23.3% | +2.1% |
| 30D | +15.8% | -59.2% | +75.1% | +13.6% |
| 3M | +43.0% | -56.9% | +99.9% | +41.3% |
| 6M | +61.1% | -57.6% | +118.7% | +59.8% |
| YTD | +104.5% | -73.6% | +178.1% | +103.0% |
| 1Y | +102.5% | -15.6% | +118.1% | +113.3% |
| All | +112.0% | -99.1% | +211.1% | +110.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling