-0.1%
TMO vs MSTZ
-99.2%
+99.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.5% | -5.0% | +0.6% |
| 7D | -0.5% | -23.6% | +23.1% | -0.9% |
| 30D | +1.0% | -60.7% | +61.7% | -0.6% |
| 3M | +22.7% | -58.3% | +81.0% | +21.6% |
| 6M | +19.0% | -60.0% | +79.0% | +18.6% |
| YTD | +4.7% | -75.2% | +80.0% | +4.4% |
| 1Y | +26.0% | -19.9% | +45.9% | +30.9% |
| All | -0.1% | -99.2% | +99.1% | -3.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling