+5.4%
TFC vs MSTZ
-8.3%
+13.7%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +12.8% | -13.5% | -0.6% |
| 7D | +0.1% | +25.6% | -25.5% | +0.3% |
| 30D | +8.6% | +50.6% | -41.9% | +8.9% |
| 3M | -4.3% | -64.5% | +60.2% | -3.2% |
| 6M | +5.4% | -14.0% | +19.4% | +9.2% |
| All | +5.4% | -8.3% | +13.7% | +9.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling