-3.8%
TRMB vs MSTZ
-99.2%
+95.4%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +12.8% | -14.0% | -0.3% |
| 7D | +4.1% | +25.6% | -21.5% | +5.8% |
| 30D | -7.0% | +50.6% | -57.5% | -3.6% |
| 3M | -0.9% | -64.5% | +63.6% | -5.2% |
| 6M | -1.2% | -14.0% | +12.8% | +3.6% |
| YTD | -28.7% | -76.4% | +47.6% | -28.8% |
| 1Y | -32.1% | -56.2% | +24.2% | -28.1% |
| All | -3.8% | -99.2% | +95.4% | -17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling