-6.3%
TDG vs MSTZ
-99.1%
+92.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.8% | +4.9% | +1.1% |
| 7D | -1.9% | +17.0% | -18.9% | -1.4% |
| 30D | -7.7% | -61.8% | +54.1% | -9.7% |
| 3M | -9.3% | -54.6% | +45.3% | -10.2% |
| 6M | -9.4% | -59.3% | +49.9% | -9.9% |
| YTD | -14.3% | -74.6% | +60.3% | -14.7% |
| 1Y | -11.8% | -18.8% | +7.0% | -7.8% |
| All | -6.3% | -99.1% | +92.8% | -9.5% |
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