-56.2%
MSTZ vs TDY
+25.8%
-82.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -0.5% | +13.4% | +12.1% |
| 7D | +25.6% | +9.4% | +16.1% | +40.6% |
| 30D | +50.6% | +5.9% | +44.6% | +64.5% |
| 3M | -64.5% | -5.7% | -58.8% | -67.3% |
| 6M | -14.0% | +2.4% | -16.4% | -7.9% |
| YTD | -76.4% | +26.8% | -103.2% | -56.4% |
| 1Y | -56.2% | +24.7% | -80.9% | -20.7% |
| All | -56.2% | +25.8% | -82.0% | -20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling