-99.3%
MSTZ vs TMF
-47.0%
-52.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.7% | +0.6% | +17.1% | +17.8% |
| 7D | +13.4% | +2.7% | +10.6% | +13.8% |
| 30D | +37.5% | +19.3% | +18.2% | +41.8% |
| 3M | -69.9% | -3.7% | -66.3% | -69.8% |
| 6M | -32.0% | -11.3% | -20.6% | -31.8% |
| YTD | -81.2% | -16.6% | -64.6% | -81.2% |
| 1Y | -56.1% | -21.1% | -34.9% | -56.0% |
| All | -99.3% | -47.0% | -52.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling