-99.1%
MSTZ vs TDY
+38.6%
-137.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.6% | +7.1% | +2.8% |
| 7D | -23.6% | -1.8% | -21.7% | -25.5% |
| 30D | -60.7% | -13.8% | -47.0% | -70.2% |
| 3M | -58.3% | -3.9% | -54.4% | -60.8% |
| 6M | -60.0% | -9.0% | -51.0% | -64.9% |
| YTD | -75.2% | +16.5% | -91.8% | -61.8% |
| 1Y | -19.9% | +9.3% | -29.2% | +13.8% |
| All | -99.1% | +38.6% | -137.7% | -97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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