+1.1%
TLN vs MSTZ
-57.2%
+58.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.2% | +7.0% | +4.7% |
| 7D | +15.9% | +31.0% | -15.1% | +18.0% |
| 30D | -0.3% | +34.0% | -34.2% | +2.2% |
| 3M | +5.8% | -67.7% | +73.5% | +1.2% |
| 6M | -1.2% | -14.9% | +13.7% | +4.9% |
| YTD | +1.0% | -79.1% | +80.1% | -2.0% |
| 1Y | +1.1% | -58.9% | +60.1% | +2.8% |
| All | +1.1% | -57.2% | +58.3% | +2.8% |
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