-99.2%
MSTZ vs TMF
-46.6%
-52.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.3% | +2.7% |
| 7D | -29.7% | -1.4% | -28.3% | -29.8% |
| 30D | -65.3% | -2.8% | -62.5% | -65.2% |
| 3M | -57.3% | -10.9% | -46.4% | -57.4% |
| 6M | -61.6% | -21.3% | -40.3% | -61.5% |
| YTD | -78.3% | -15.9% | -62.4% | -78.3% |
| 1Y | -30.2% | -15.7% | -14.5% | -30.0% |
| All | -99.2% | -46.6% | -52.6% | -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 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