+217.6%
TPR vs MSTZ
-99.4%
+316.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.0% |
| 7D | +14.2% | -1.2% | +15.4% | +14.2% |
| 30D | +17.1% | +22.2% | -5.1% | +18.8% |
| 3M | -17.7% | -70.4% | +52.7% | -21.7% |
| 6M | -10.2% | -31.0% | +20.8% | -7.7% |
| YTD | +4.9% | -81.0% | +86.0% | +3.2% |
| 1Y | +36.1% | -61.2% | +97.3% | +42.3% |
| All | +217.6% | -99.4% | +316.9% | +200.4% |
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 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