+50.7%
TNA vs MSTZ
-99.1%
+149.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.6% | -9.6% | -1.9% |
| 7D | -7.6% | +24.8% | -32.4% | -3.7% |
| 30D | -13.6% | -59.2% | +45.6% | -23.8% |
| 3M | +2.8% | -56.9% | +59.7% | -4.5% |
| 6M | +34.5% | -57.6% | +92.1% | +32.5% |
| YTD | +41.0% | -73.6% | +114.6% | +39.8% |
| 1Y | +52.0% | -15.6% | +67.6% | +99.6% |
| All | +50.7% | -99.1% | +149.8% | +29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling