-99.1%
MSTZ vs TMF
-52.0%
-47.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.4% | +6.3% | +4.7% |
| 7D | +30.8% | -9.3% | +40.0% | +28.9% |
| 30D | +41.2% | +1.9% | +39.3% | +42.1% |
| 3M | -60.9% | -11.2% | -49.7% | -61.3% |
| 6M | -15.7% | -17.7% | +2.0% | -16.7% |
| YTD | -75.2% | -24.5% | -50.8% | -75.5% |
| 1Y | -59.8% | -29.4% | -30.4% | -60.2% |
| All | -99.1% | -52.0% | -47.1% | -98.9% |
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