-38.4%
TRI vs MSTZ
-29.5%
-8.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.6% | -8.1% | -5.3% |
| 7D | -0.5% | -29.7% | +29.2% | -1.4% |
| 30D | +7.9% | -65.3% | +73.2% | +5.2% |
| 3M | +24.1% | -57.3% | +81.4% | +22.4% |
| 6M | +3.8% | -61.6% | +65.5% | +1.9% |
| YTD | -16.9% | -78.3% | +61.4% | -19.1% |
| 1Y | -38.4% | -30.2% | -8.2% | -42.1% |
| All | -38.4% | -29.5% | -8.9% | -42.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling