-99.2%
MSTZ vs TMF
-49.1%
-50.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -3.9% | +11.5% | +7.0% |
| 7D | +21.1% | -1.1% | +22.2% | +21.0% |
| 30D | +40.1% | +11.8% | +28.3% | +43.0% |
| 3M | -66.1% | -4.0% | -62.0% | -66.1% |
| 6M | -20.7% | -16.5% | -4.2% | -21.1% |
| YTD | -78.6% | -19.9% | -58.7% | -78.7% |
| 1Y | -55.5% | -25.6% | -29.9% | -55.6% |
| All | -99.2% | -49.1% | -50.1% | -99.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling