+104.4%
TRGP vs MSTZ
-99.2%
+203.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.9% | -4.6% | +0.5% |
| 7D | +12.4% | +30.8% | -18.4% | +13.2% |
| 30D | +2.6% | +41.2% | -38.6% | +3.7% |
| 3M | +11.9% | -60.9% | +72.8% | +10.1% |
| 6M | +13.9% | -15.7% | +29.6% | +16.9% |
| YTD | +64.2% | -75.2% | +139.4% | +64.1% |
| 1Y | +78.5% | -59.8% | +138.3% | +84.0% |
| All | +104.4% | -99.2% | +203.5% | +113.7% |
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 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