-2.1%
TRMB vs MSTZ
-99.1%
+97.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.6% | -7.6% | -0.5% |
| 7D | -5.4% | +24.8% | -30.2% | -3.8% |
| 30D | -2.0% | -59.2% | +57.3% | -6.7% |
| 3M | +12.3% | -56.9% | +69.2% | +9.1% |
| 6M | -17.6% | -57.6% | +40.0% | -18.4% |
| YTD | -27.5% | -73.6% | +46.1% | -28.0% |
| 1Y | -29.1% | -15.6% | -13.5% | -21.3% |
| All | -2.1% | -99.1% | +97.0% | -16.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling