-36.7%
TSCO vs MSTZ
-99.1%
+62.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.6% | -8.0% | -1.3% |
| 7D | -3.1% | +24.8% | -27.9% | -2.7% |
| 30D | -4.4% | -59.2% | +54.9% | -5.7% |
| 3M | +9.7% | -56.9% | +66.5% | +8.8% |
| 6M | -32.4% | -57.6% | +25.2% | -32.6% |
| YTD | -31.7% | -73.6% | +41.9% | -31.8% |
| 1Y | -41.3% | -15.6% | -25.7% | -39.7% |
| All | -36.7% | -99.1% | +62.4% | -37.9% |
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