+162.0%
TSM vs MSTZ
-99.3%
+261.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.6% | +0.2% | +3.0% |
| 7D | +2.7% | -29.7% | +32.4% | +0.7% |
| 30D | +3.6% | -65.3% | +68.9% | -2.7% |
| 3M | -3.4% | -57.3% | +54.0% | -6.0% |
| 6M | +20.6% | -61.6% | +82.3% | +18.6% |
| YTD | +41.9% | -78.3% | +120.1% | +38.3% |
| 1Y | +84.4% | -30.2% | +114.6% | +100.9% |
| All | +162.0% | -99.3% | +261.3% | +155.0% |
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