+15.0%
TT vs MSTZ
-99.3%
+114.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.9% | -0.2% | +4.9% |
| 7D | +1.7% | +4.3% | -2.5% | +2.0% |
| 30D | -11.8% | +30.2% | -42.0% | -10.5% |
| 3M | -12.6% | -66.9% | +54.3% | -14.8% |
| 6M | -9.4% | -26.3% | +17.0% | -7.0% |
| YTD | +8.8% | -80.1% | +88.9% | +8.0% |
| 1Y | -2.5% | -57.5% | +55.0% | +1.0% |
| All | +15.0% | -99.3% | +114.4% | +12.4% |
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 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