+320.2%
TE vs MSTZ
-99.1%
+419.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +6.6% | -13.3% | -5.3% |
| 7D | +0.9% | +24.8% | -23.9% | +5.8% |
| 30D | -16.3% | -59.2% | +43.0% | -27.6% |
| 3M | -40.8% | -56.9% | +16.1% | -44.9% |
| 6M | -42.6% | -57.6% | +15.0% | -43.8% |
| YTD | -31.4% | -73.6% | +42.1% | -31.6% |
| 1Y | +144.9% | -15.6% | +160.5% | +230.2% |
| All | +320.2% | -99.1% | +419.3% | +137.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling