-29.4%
TSCO vs MSTZ
-63.1%
+33.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -9.6% | +13.8% | +4.0% |
| 7D | +15.7% | +0.7% | +15.0% | +15.8% |
| 30D | +16.4% | +16.6% | -0.2% | +16.9% |
| 3M | +11.2% | -74.7% | +85.9% | +9.0% |
| 6M | +14.9% | -43.9% | +58.8% | +16.7% |
| YTD | -25.4% | -84.0% | +58.6% | -25.4% |
| 1Y | -29.4% | -65.1% | +35.7% | -26.7% |
| All | -29.4% | -63.1% | +33.7% | -26.7% |
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