-39.1%
TRI vs MSTZ
-99.2%
+60.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.5% | -7.3% | -1.7% |
| 7D | -8.4% | -23.6% | +15.2% | -8.7% |
| 30D | -6.5% | -60.7% | +54.3% | -7.8% |
| 3M | +18.6% | -58.3% | +76.8% | +17.5% |
| 6M | -10.4% | -60.0% | +49.6% | -11.2% |
| YTD | -23.7% | -75.2% | +51.5% | -24.4% |
| 1Y | -42.5% | -19.9% | -22.6% | -42.0% |
| All | -39.1% | -99.2% | +60.1% | -38.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling