+12.2%
PTC vs MSTZ
-99.3%
+111.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.6% | -7.3% | +0.7% |
| 7D | +1.3% | +21.1% | -19.8% | +2.4% |
| 30D | +1.1% | +40.1% | -39.0% | +3.3% |
| 3M | +30.1% | -66.1% | +96.2% | +26.7% |
| 6M | +34.0% | -20.7% | +54.8% | +37.9% |
| YTD | +12.8% | -78.6% | +91.4% | +12.2% |
| 1Y | +10.7% | -55.5% | +66.2% | +15.3% |
| All | +12.2% | -99.3% | +111.5% | +7.5% |
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 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