+56.9%
TRV vs MSTZ
-99.2%
+156.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +8.2% | -9.2% | -1.0% |
| 7D | +0.5% | -25.4% | +25.8% | +0.4% |
| 30D | -4.9% | -60.9% | +56.0% | -5.0% |
| 3M | +23.7% | -54.2% | +77.9% | +23.7% |
| 6M | +20.3% | -65.0% | +85.3% | +20.2% |
| YTD | +27.1% | -76.5% | +103.6% | +27.0% |
| 1Y | +35.3% | -23.4% | +58.7% | +37.4% |
| All | +56.9% | -99.2% | +156.1% | +56.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling