+0.6%
TMO vs MSTZ
-99.1%
+99.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.8% | +4.9% | +1.0% |
| 7D | -0.6% | +17.0% | -17.7% | -0.2% |
| 30D | +1.1% | -61.8% | +62.9% | -0.6% |
| 3M | +28.3% | -54.6% | +82.9% | +27.4% |
| 6M | +23.3% | -59.3% | +82.5% | +22.9% |
| YTD | +5.5% | -74.6% | +80.0% | +5.2% |
| 1Y | +24.5% | -18.8% | +43.4% | +29.5% |
| All | +0.6% | -99.1% | +99.7% | -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 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