+168.2%
TSM vs MSTZ
-99.2%
+267.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +8.2% | -5.8% | +3.0% |
| 7D | +6.0% | -25.4% | +31.4% | +4.4% |
| 30D | +4.5% | -60.9% | +65.4% | -1.0% |
| 3M | +3.1% | -54.2% | +57.3% | +0.7% |
| 6M | +30.2% | -65.0% | +95.2% | +27.2% |
| YTD | +45.2% | -76.5% | +121.7% | +42.4% |
| 1Y | +79.6% | -23.4% | +102.9% | +97.0% |
| All | +168.2% | -99.2% | +267.4% | +162.5% |
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