-34.3%
TYL vs MSTZ
-29.5%
-4.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.6% | -6.6% | -3.9% |
| 7D | -3.7% | -29.7% | +26.0% | -4.4% |
| 30D | +18.7% | -65.3% | +84.0% | +16.1% |
| 3M | +18.1% | -57.3% | +75.5% | +16.8% |
| 6M | -1.1% | -61.6% | +60.5% | -2.5% |
| YTD | -19.8% | -78.3% | +58.5% | -21.4% |
| 1Y | -34.3% | -30.2% | -4.1% | -34.0% |
| All | -34.3% | -29.5% | -4.9% | -34.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling