+171.9%
TPR vs MSTZ
-99.2%
+271.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.5% | -8.8% | -3.0% |
| 7D | -7.3% | -23.6% | +16.3% | -8.2% |
| 30D | -30.7% | -60.7% | +30.0% | -33.7% |
| 3M | -21.6% | -58.3% | +36.6% | -23.6% |
| 6M | -21.3% | -60.0% | +38.7% | -22.2% |
| YTD | -10.2% | -75.2% | +65.0% | -11.2% |
| 1Y | +9.5% | -19.9% | +29.4% | +20.1% |
| All | +171.9% | -99.2% | +271.1% | +158.3% |
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