+15.5%
TFC vs MSTZ
-19.0%
+34.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.5% | -6.3% | -0.7% |
| 7D | -1.3% | -23.6% | +22.3% | -1.5% |
| 30D | -2.3% | -60.7% | +58.4% | -3.4% |
| 3M | +2.5% | -58.3% | +60.7% | +1.9% |
| 6M | +9.5% | -60.0% | +69.5% | +9.4% |
| YTD | +5.1% | -75.2% | +80.3% | +4.8% |
| 1Y | +15.5% | -19.9% | +35.4% | +24.1% |
| All | +15.5% | -19.0% | +34.5% | +24.1% |
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