+625.9%
TTMI vs MSTZ
-99.2%
+725.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +8.2% | -5.2% | +3.9% |
| 7D | +12.2% | -25.4% | +37.5% | +9.5% |
| 30D | -5.7% | -60.9% | +55.1% | -13.1% |
| 3M | -27.5% | -54.2% | +26.7% | -29.9% |
| 6M | +47.1% | -65.0% | +112.1% | +42.7% |
| YTD | +87.5% | -76.5% | +164.0% | +84.1% |
| 1Y | +175.2% | -23.4% | +198.6% | +212.3% |
| All | +625.9% | -99.2% | +725.1% | +596.7% |
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 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