-86.6%
TTD vs MSTZ
-99.3%
+12.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.6% | -7.0% | -4.1% |
| 7D | +6.3% | -29.7% | +36.1% | +3.9% |
| 30D | -23.9% | -65.3% | +41.4% | -29.6% |
| 3M | -31.4% | -57.3% | +25.9% | -33.7% |
| 6M | -42.7% | -61.6% | +19.0% | -44.1% |
| YTD | -62.0% | -78.3% | +16.3% | -63.2% |
| 1Y | -72.2% | -30.2% | -42.0% | -68.5% |
| All | -86.6% | -99.3% | +12.6% | -86.8% |
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