-38.8%
TRI vs MSTZ
-99.1%
+60.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.8% | +5.5% | +1.6% |
| 7D | -7.9% | +17.0% | -24.9% | -7.5% |
| 30D | -4.5% | -61.8% | +57.3% | -5.9% |
| 3M | +22.1% | -54.6% | +76.7% | +21.2% |
| 6M | -2.8% | -59.3% | +56.5% | -3.5% |
| YTD | -23.4% | -74.6% | +51.2% | -24.0% |
| 1Y | -41.5% | -18.8% | -22.7% | -41.0% |
| All | -38.8% | -99.1% | +60.3% | -38.5% |
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