-86.7%
TTD vs MSTZ
-99.1%
+12.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.8% | +6.4% | +2.3% |
| 7D | -0.6% | +17.0% | -17.7% | +0.9% |
| 30D | +6.3% | -61.8% | +68.1% | -0.6% |
| 3M | -24.1% | -54.6% | +30.5% | -26.5% |
| 6M | -47.4% | -59.3% | +11.8% | -48.5% |
| YTD | -62.2% | -74.6% | +12.4% | -62.9% |
| 1Y | -68.3% | -18.8% | -49.5% | -63.5% |
| All | -86.7% | -99.1% | +12.4% | -86.7% |
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