-99.3%
MSTZ vs TMF
-47.1%
-52.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +0.9% | +0.8% |
| 7D | -1.2% | +1.2% | -2.4% | -1.0% |
| 30D | +22.2% | +19.7% | +2.4% | +26.1% |
| 3M | -70.4% | -2.1% | -68.3% | -70.3% |
| 6M | -31.0% | -13.4% | -17.5% | -30.9% |
| YTD | -81.0% | -16.7% | -64.3% | -81.0% |
| 1Y | -61.2% | -23.3% | -37.8% | -61.0% |
| 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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling