+148.6%
TE vs MSTZ
-29.5%
+178.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +1.9% |
| 7D | -4.0% | -29.7% | +25.8% | -8.9% |
| 30D | -15.9% | -65.3% | +49.4% | -29.1% |
| 3M | -60.5% | -57.3% | -3.2% | -62.6% |
| 6M | -35.2% | -61.6% | +26.4% | -37.2% |
| YTD | -31.1% | -78.3% | +47.1% | -33.3% |
| 1Y | +148.6% | -30.2% | +178.9% | +193.3% |
| All | +148.6% | -29.5% | +178.1% | +193.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling