+216.6%
TPR vs MSTZ
-99.2%
+315.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.9% | -5.1% | +0.1% |
| 7D | -0.3% | +30.8% | -31.1% | +1.1% |
| 30D | +15.1% | +41.2% | -26.1% | +17.6% |
| 3M | +3.5% | -60.9% | +64.4% | 0.0% |
| 6M | +0.4% | -15.7% | +16.1% | +4.0% |
| YTD | +4.6% | -75.2% | +79.8% | +4.4% |
| 1Y | +33.1% | -59.8% | +92.9% | +38.4% |
| All | +216.6% | -99.2% | +315.8% | +203.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling