+38.5%
TNA vs MSTZ
-63.1%
+101.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -9.6% | +14.0% | +2.9% |
| 7D | +2.4% | +0.7% | +1.7% | +3.0% |
| 30D | -0.9% | +16.6% | -17.5% | +3.1% |
| 3M | -19.2% | -74.7% | +55.5% | -30.2% |
| 6M | -0.8% | -43.9% | +43.1% | +7.6% |
| YTD | +33.2% | -84.0% | +117.2% | +26.6% |
| 1Y | +38.5% | -65.1% | +103.6% | +60.9% |
| All | +38.5% | -63.1% | +101.6% | +60.9% |
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