+52.3%
TNA vs MSTZ
-99.1%
+151.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.8% | +4.8% | +0.4% |
| 7D | -7.3% | +17.0% | -24.3% | -4.5% |
| 30D | -14.2% | -61.8% | +47.6% | -25.1% |
| 3M | -4.6% | -54.6% | +50.0% | -10.6% |
| 6M | +36.9% | -59.3% | +96.2% | +34.0% |
| YTD | +42.5% | -74.6% | +117.1% | +40.4% |
| 1Y | +45.8% | -18.8% | +64.6% | +90.1% |
| All | +52.3% | -99.1% | +151.4% | +30.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling