-8.2%
TSN vs MSTZ
-99.1%
+90.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.8% | +4.7% | +1.0% |
| 7D | +3.0% | +17.0% | -14.0% | +3.1% |
| 30D | -4.2% | -61.8% | +57.6% | -4.7% |
| 3M | -3.9% | -54.6% | +50.7% | -4.2% |
| 6M | -9.8% | -59.3% | +49.4% | -10.0% |
| YTD | -7.3% | -74.6% | +67.3% | -7.4% |
| 1Y | -2.2% | -18.8% | +16.6% | -2.0% |
| All | -8.2% | -99.1% | +90.9% | -14.3% |
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