-31.0%
TRMB vs MSTZ
-63.1%
+32.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -9.6% | -7.7% | -17.9% |
| 7D | -15.7% | +0.7% | -16.4% | -15.6% |
| 30D | -7.8% | +16.6% | -24.3% | -6.4% |
| 3M | -9.3% | -74.7% | +65.4% | -14.4% |
| 6M | -20.8% | -43.9% | +23.1% | -19.0% |
| YTD | -30.8% | -84.0% | +53.3% | -32.6% |
| 1Y | -31.0% | -65.1% | +34.1% | -27.8% |
| All | -31.0% | -63.1% | +32.1% | -27.8% |
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 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