+218.8%
TPR vs MSTZ
-99.3%
+318.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.8% |
| 7D | +6.4% | +31.0% | -24.6% | +7.9% |
| 30D | +13.8% | +34.0% | -20.2% | +15.9% |
| 3M | -16.6% | -67.7% | +51.1% | -20.3% |
| 6M | +0.7% | -14.9% | +15.6% | +4.6% |
| YTD | +5.3% | -79.1% | +84.4% | +4.2% |
| 1Y | +32.4% | -58.9% | +91.3% | +38.5% |
| All | +218.8% | -99.3% | +318.1% | +203.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling