+32.4%
TPR vs MSTZ
-57.2%
+89.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.7% |
| 7D | +6.4% | +31.0% | -24.6% | +6.9% |
| 30D | +13.8% | +34.0% | -20.2% | +14.5% |
| 3M | -16.6% | -67.7% | +51.1% | -18.5% |
| 6M | +0.7% | -14.9% | +15.6% | +3.7% |
| YTD | +5.3% | -79.1% | +84.4% | +3.3% |
| 1Y | +32.4% | -58.9% | +91.3% | +31.4% |
| All | +32.4% | -57.2% | +89.6% | +31.4% |
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 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