+44.0%
EAT vs MSTZ
-29.5%
+73.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | +0.6% |
| 7D | 0.0% | -29.7% | +29.7% | -0.5% |
| 30D | +1.9% | -65.3% | +67.2% | +0.1% |
| 3M | +68.7% | -57.3% | +126.0% | +67.8% |
| 6M | +66.9% | -61.6% | +128.5% | +67.0% |
| YTD | +60.4% | -78.3% | +138.7% | +56.6% |
| 1Y | +44.0% | -30.2% | +74.2% | +39.5% |
| All | +44.0% | -29.5% | +73.4% | +39.5% |
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