+142.9%
TSM vs MSTZ
-99.3%
+242.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.6% | -5.6% | +2.6% |
| 7D | -2.1% | +21.1% | -23.2% | -0.3% |
| 30D | -12.5% | +40.1% | -52.6% | -9.4% |
| 3M | -5.0% | -66.1% | +61.1% | -9.0% |
| 6M | -3.2% | -20.7% | +17.5% | +1.3% |
| YTD | +31.5% | -78.6% | +110.1% | +30.9% |
| 1Y | +35.7% | -55.5% | +91.2% | +44.1% |
| All | +142.9% | -99.3% | +242.1% | +141.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling