+34.3%
TRV vs MSTZ
-29.5%
+63.7%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -4.0% | -1.4% |
| 7D | -0.1% | -29.7% | +29.6% | 0.0% |
| 30D | -3.4% | -65.3% | +61.9% | -2.5% |
| 3M | +26.4% | -57.3% | +83.7% | +26.7% |
| 6M | +19.3% | -61.6% | +80.9% | +19.4% |
| YTD | +28.3% | -78.3% | +106.6% | +28.2% |
| 1Y | +34.3% | -30.2% | +64.5% | +34.2% |
| All | +34.3% | -29.5% | +63.7% | +34.2% |
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