+101.5%
TRGP vs MSTZ
-99.2%
+200.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.2% | -6.7% | +1.7% |
| 7D | -0.6% | -25.4% | +24.8% | -1.2% |
| 30D | +14.6% | -60.9% | +75.4% | +12.2% |
| 3M | +11.9% | -54.2% | +66.1% | +11.2% |
| 6M | +25.3% | -65.0% | +90.3% | +23.9% |
| YTD | +61.9% | -76.5% | +138.4% | +60.6% |
| 1Y | +87.3% | -23.4% | +110.7% | +101.1% |
| All | +101.5% | -99.2% | +200.7% | +109.2% |
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