-1.1%
TRMB vs MSTZ
-99.2%
+98.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.5% | -7.8% | -1.9% |
| 7D | -2.9% | -23.6% | +20.7% | -4.2% |
| 30D | -1.8% | -60.7% | +58.9% | -6.7% |
| 3M | +8.4% | -58.3% | +66.7% | +5.0% |
| 6M | -18.5% | -60.0% | +41.5% | -19.6% |
| YTD | -26.7% | -75.2% | +48.5% | -27.7% |
| 1Y | -28.3% | -19.9% | -8.4% | -20.7% |
| All | -1.1% | -99.2% | +98.0% | -16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling