+99.5%
TRGP vs MSTZ
-99.2%
+198.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.5% | -6.4% | -0.8% |
| 7D | -0.7% | -23.6% | +22.9% | -1.2% |
| 30D | +9.5% | -60.7% | +70.2% | +7.2% |
| 3M | +10.8% | -58.3% | +69.1% | +9.6% |
| 6M | +25.3% | -60.0% | +85.4% | +24.6% |
| YTD | +60.3% | -75.2% | +135.5% | +59.3% |
| 1Y | +84.6% | -19.9% | +104.4% | +98.4% |
| All | +99.5% | -99.2% | +198.6% | +107.4% |
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