+57.4%
TRV vs MSTZ
-99.2%
+156.5%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.5% | -5.1% | +0.3% |
| 7D | +0.2% | -23.6% | +23.7% | +0.1% |
| 30D | -2.3% | -60.7% | +58.4% | -2.5% |
| 3M | +22.7% | -58.3% | +80.9% | +22.6% |
| 6M | +21.9% | -60.0% | +82.0% | +21.9% |
| YTD | +27.5% | -75.2% | +102.7% | +27.5% |
| 1Y | +36.2% | -19.9% | +56.1% | +38.4% |
| All | +57.4% | -99.2% | +156.5% | +57.4% |
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