-99.2%
MSTZ vs TDY
+40.9%
-140.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.9% | +9.1% | +6.7% |
| 7D | -25.4% | -0.9% | -24.5% | -26.2% |
| 30D | -60.9% | -12.5% | -48.4% | -69.6% |
| 3M | -54.2% | -1.2% | -53.0% | -55.0% |
| 6M | -65.0% | -6.6% | -58.4% | -67.8% |
| YTD | -76.5% | +18.5% | -95.0% | -62.8% |
| 1Y | -23.4% | +10.8% | -34.1% | +11.1% |
| All | -99.2% | +40.9% | -140.1% | -97.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling