-11.0%
TLT vs MSTZ
-99.3%
+88.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +7.6% | -8.9% | -1.3% |
| 7D | -0.3% | +21.1% | -21.4% | -0.2% |
| 30D | +3.7% | +40.1% | -36.4% | +3.8% |
| 3M | -0.7% | -66.1% | +65.4% | -0.8% |
| 6M | -4.2% | -20.7% | +16.5% | -4.2% |
| YTD | -4.0% | -78.6% | +74.6% | -4.0% |
| 1Y | -5.8% | -55.5% | +49.7% | -5.9% |
| All | -11.0% | -99.3% | +88.3% | -9.1% |
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