+25.8%
TMO vs MSTZ
-29.5%
+55.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -0.7% |
| 7D | -1.4% | -29.7% | +28.4% | -1.9% |
| 30D | +6.2% | -65.3% | +71.5% | +4.4% |
| 3M | +27.5% | -57.3% | +84.8% | +27.1% |
| 6M | +20.0% | -61.6% | +81.6% | +19.9% |
| YTD | +6.1% | -78.3% | +84.4% | +6.3% |
| 1Y | +25.8% | -30.2% | +56.1% | +41.0% |
| All | +25.8% | -29.5% | +55.3% | +41.0% |
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