-7.5%
TDG vs MSTZ
-99.2%
+91.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.5% | -7.2% | -1.5% |
| 7D | -2.4% | -23.6% | +21.1% | -2.9% |
| 30D | -8.0% | -60.7% | +52.7% | -9.9% |
| 3M | -10.5% | -58.3% | +47.8% | -11.6% |
| 6M | -11.9% | -60.0% | +48.1% | -12.5% |
| YTD | -15.4% | -75.2% | +59.9% | -15.9% |
| 1Y | -14.2% | -19.9% | +5.7% | -10.3% |
| All | -7.5% | -99.2% | +91.6% | -10.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling