-99.3%
MSTZ vs TMF
-47.1%
-52.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.9% | +4.9% |
| 7D | +4.3% | +0.6% | +3.7% | +4.4% |
| 30D | +30.2% | +16.3% | +13.8% | +33.6% |
| 3M | -66.9% | -2.7% | -64.2% | -66.8% |
| 6M | -26.3% | -13.2% | -13.2% | -26.3% |
| YTD | -80.1% | -16.7% | -63.4% | -80.1% |
| 1Y | -57.5% | -22.7% | -34.8% | -57.3% |
| All | -99.3% | -47.1% | -52.2% | -99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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