+13.6%
TPR vs MSTZ
-24.0%
+37.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +8.2% | -11.9% | -3.4% |
| 7D | -3.4% | -25.4% | +22.0% | -4.1% |
| 30D | -27.3% | -60.9% | +33.6% | -29.7% |
| 3M | -16.2% | -54.2% | +37.9% | -17.0% |
| 6M | -17.9% | -65.0% | +47.1% | -18.7% |
| YTD | -7.1% | -76.5% | +69.4% | -8.1% |
| 1Y | +13.6% | -23.4% | +37.0% | +38.5% |
| All | +13.6% | -24.0% | +37.6% | +38.5% |
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