-30.4%
TRMB vs MSTZ
-18.6%
-11.8%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.8% | +5.2% | +1.2% |
| 7D | -3.0% | +17.0% | -20.1% | -2.0% |
| 30D | +2.3% | -61.8% | +64.1% | -2.4% |
| 3M | +15.3% | -54.6% | +69.9% | +13.0% |
| 6M | -14.7% | -59.3% | +44.5% | -15.5% |
| YTD | -26.4% | -74.6% | +48.2% | -27.0% |
| 1Y | -30.4% | -18.8% | -11.6% | -21.7% |
| All | -30.4% | -18.6% | -11.8% | -21.7% |
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 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