-56.2%
MSTZ vs TMF
-29.9%
-26.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -4.4% | +17.2% | +9.6% |
| 7D | +25.6% | -8.2% | +33.7% | +19.0% |
| 30D | +50.6% | +5.3% | +45.2% | +58.6% |
| 3M | -64.5% | -8.5% | -56.0% | -65.9% |
| 6M | -14.0% | -17.2% | +3.2% | -20.7% |
| YTD | -76.4% | -23.4% | -53.0% | -78.4% |
| 1Y | -56.2% | -30.2% | -26.0% | -65.9% |
| All | -56.2% | -29.9% | -26.4% | -65.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling