+189.8%
EAT vs MSTZ
-99.1%
+288.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.6% | -6.9% | +0.1% |
| 7D | -6.2% | +24.8% | -31.0% | -5.0% |
| 30D | -3.0% | -59.2% | +56.2% | -6.6% |
| 3M | +45.6% | -56.9% | +102.5% | +42.4% |
| 6M | +53.5% | -57.6% | +111.1% | +52.7% |
| YTD | +49.6% | -73.6% | +123.2% | +48.4% |
| 1Y | +38.9% | -15.6% | +54.5% | +52.4% |
| All | +189.8% | -99.1% | +288.9% | +193.8% |
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 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