+117.2%
PSX vs MSTZ
-99.2%
+216.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.9% | -4.2% | +0.9% |
| 7D | +7.8% | +30.8% | -23.0% | +8.4% |
| 30D | -10.9% | +41.2% | -52.1% | -10.1% |
| 3M | +14.5% | -60.9% | +75.4% | +12.5% |
| 6M | +56.1% | -15.7% | +71.8% | +58.4% |
| YTD | +109.6% | -75.2% | +184.8% | +108.3% |
| 1Y | +95.5% | -59.8% | +155.3% | +99.1% |
| All | +117.2% | -99.2% | +216.4% | +115.8% |
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 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