-61.6%
MSTZ vs TDY
-11.1%
-50.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.2% | +3.0% |
| 7D | -29.7% | -1.8% | -27.9% | -30.8% |
| 30D | -65.3% | -10.7% | -54.6% | -69.7% |
| 3M | -57.3% | -1.3% | -56.0% | -55.6% |
| 6M | -61.6% | -10.6% | -51.1% | -66.7% |
| All | -61.6% | -11.1% | -50.6% | -66.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling