+113.9%
PSX vs MSTZ
-99.2%
+213.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.5% | -4.8% | +0.8% |
| 7D | +1.8% | -23.6% | +25.4% | +1.3% |
| 30D | +21.6% | -60.7% | +82.4% | +19.2% |
| 3M | +46.5% | -58.3% | +104.7% | +44.6% |
| 6M | +62.0% | -60.0% | +122.0% | +60.4% |
| YTD | +106.3% | -75.2% | +181.5% | +104.4% |
| 1Y | +103.0% | -19.9% | +122.9% | +113.5% |
| All | +113.9% | -99.2% | +213.0% | +111.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling