+112.1%
TD vs MSTZ
-99.2%
+211.2%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -5.0% | +0.1% |
| 7D | +1.1% | +30.8% | -29.7% | +1.9% |
| 30D | +5.2% | +41.2% | -36.0% | +6.6% |
| 3M | +1.2% | -60.9% | +62.1% | +0.3% |
| 6M | +17.7% | -15.7% | +33.4% | +20.1% |
| YTD | +34.2% | -75.2% | +109.4% | +34.7% |
| 1Y | +55.4% | -59.8% | +115.2% | +58.2% |
| All | +112.1% | -99.2% | +211.2% | +112.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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