+30.9%
TFC vs MSTZ
-99.3%
+130.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | -0.1% |
| 7D | -1.2% | +31.0% | -32.2% | 0.0% |
| 30D | +7.8% | +34.0% | -26.2% | +9.6% |
| 3M | -3.0% | -67.7% | +64.7% | -6.0% |
| 6M | +5.8% | -14.9% | +20.7% | +9.5% |
| YTD | +5.3% | -79.1% | +84.4% | +4.5% |
| 1Y | +15.7% | -58.9% | +74.6% | +20.5% |
| All | +30.9% | -99.3% | +130.2% | +16.1% |
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 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