+166.0%
TSM vs MSTZ
-99.2%
+265.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.5% | -6.3% | -0.4% |
| 7D | +4.8% | -23.6% | +28.3% | +3.3% |
| 30D | +4.0% | -60.7% | +64.8% | -1.4% |
| 3M | +2.0% | -58.3% | +60.2% | -1.2% |
| 6M | +25.5% | -60.0% | +85.5% | +23.7% |
| YTD | +44.0% | -75.2% | +119.2% | +41.8% |
| 1Y | +75.4% | -19.9% | +95.3% | +93.1% |
| All | +166.0% | -99.2% | +265.1% | +161.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling